+163.1%
GH vs ROP
-21.5%
+184.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +0.3% |
| 7D | -0.1% | -4.4% | +4.4% | 0.0% |
| 30D | -1.1% | +3.2% | -4.3% | -1.3% |
| 3M | +21.3% | +23.1% | -1.8% | +18.8% |
| 6M | +73.5% | +13.3% | +60.2% | +71.3% |
| YTD | +58.0% | -7.9% | +65.9% | +54.8% |
| 1Y | +163.1% | -22.1% | +185.1% | +161.0% |
| All | +163.1% | -21.5% | +184.5% | +161.0% |
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