-20.1%
GFS vs ROP
-5.1%
-15.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +7.4% | +0.7% | +6.7% | +7.4% |
| 30D | -15.3% | +28.8% | -44.1% | -16.5% |
| 3M | -21.1% | +21.1% | -42.2% | -21.8% |
| 6M | -44.5% | +52.5% | -97.0% | -49.0% |
| YTD | +19.2% | +8.9% | +10.4% | +31.7% |
| 1Y | +27.2% | +8.2% | +19.0% | +41.2% |
| 3Y | -20.1% | -5.2% | -15.0% | -2.8% |
| All | -20.1% | -5.1% | -15.0% | -2.8% |
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