+71.8%
GH vs ROP
+10.4%
+61.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.9% | -7.6% | -3.6% |
| 7D | -7.7% | +11.7% | -19.4% | -7.8% |
| 30D | -10.0% | +35.5% | -45.4% | -10.9% |
| 3M | +5.5% | +25.6% | -20.1% | +4.6% |
| 6M | +84.9% | +39.3% | +45.6% | +81.2% |
| YTD | +65.0% | +11.6% | +53.4% | +61.1% |
| 1Y | +71.8% | +10.6% | +61.2% | +68.0% |
| All | +71.8% | +10.4% | +61.4% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling