-34.7%
GFS vs ROP
+1.1%
-35.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -2.9% | +9.1% | +7.2% |
| 7D | -7.8% | +2.1% | -10.0% | -8.7% |
| 30D | -19.7% | +32.9% | -52.6% | -28.6% |
| 3M | -23.1% | +20.0% | -43.1% | -29.0% |
| 6M | -46.4% | +36.4% | -82.8% | -54.8% |
| YTD | +11.0% | +7.8% | +3.2% | +9.9% |
| 1Y | +12.6% | +8.0% | +4.7% | +11.1% |
| 3Y | -24.9% | -3.5% | -21.5% | -18.9% |
| All | -34.7% | +1.1% | -35.8% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling