+177.1%
GH vs ROP
-23.7%
+200.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -2.5% | -4.6% | +2.1% | -2.4% |
| 30D | -4.7% | -1.7% | -3.0% | -4.8% |
| 3M | +20.2% | +17.1% | +3.2% | +18.2% |
| 6M | +78.8% | +10.9% | +67.9% | +76.8% |
| YTD | +54.1% | -12.1% | +66.2% | +49.7% |
| 1Y | +177.1% | -24.2% | +201.3% | +166.8% |
| All | +177.1% | -23.7% | +200.8% | +166.8% |
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