+380.9%
GH vs ROP
+69.4%
+311.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.9% | -2.7% | +3.6% | +2.5% |
| 30D | -4.5% | +29.7% | -34.2% | -19.4% |
| 3M | -6.2% | +21.2% | -27.4% | -18.0% |
| 6M | +55.0% | +48.3% | +6.7% | +16.5% |
| YTD | +51.6% | +8.4% | +43.2% | +39.9% |
| 1Y | +58.3% | +6.0% | +52.3% | +48.1% |
| 3Y | +617.6% | -5.6% | +623.2% | +614.6% |
| 5Y | +49.2% | +1.3% | +47.9% | +40.6% |
| All | +380.9% | +69.4% | +311.6% | +188.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling