+393.9%
GH vs ROP
+37.4%
+356.5%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.9% | -2.0% |
| 7D | -1.2% | -8.0% | +6.7% | +3.9% |
| 30D | -3.7% | -2.7% | -0.9% | -2.4% |
| 3M | +21.7% | +16.6% | +5.1% | +8.2% |
| 6M | +75.7% | +10.4% | +65.4% | +60.9% |
| YTD | +55.7% | -12.1% | +67.8% | +65.3% |
| 1Y | +181.1% | -23.6% | +204.7% | +227.8% |
| 3Y | +371.6% | -19.3% | +390.9% | +418.2% |
| 5Y | +23.2% | -15.4% | +38.6% | +31.0% |
| All | +393.9% | +37.4% | +356.5% | +240.4% |
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