-24.9%
GFS vs ROP
-3.8%
-21.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +6.2% |
| 7D | -7.8% | +2.1% | -10.0% | -7.9% |
| 30D | -19.7% | +32.9% | -52.6% | -21.2% |
| 3M | -23.1% | +20.0% | -43.1% | -23.8% |
| 6M | -46.4% | +36.4% | -82.8% | -48.6% |
| YTD | +11.0% | +7.8% | +3.2% | +22.7% |
| 1Y | +12.6% | +8.0% | +4.7% | +24.1% |
| 3Y | -24.9% | -3.5% | -21.5% | -12.4% |
| All | -24.9% | -3.8% | -21.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ROP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling