+377.4%
GH vs ROP
-18.5%
+395.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | +0.6% |
| 7D | -2.1% | -5.4% | +3.3% | -0.6% |
| 30D | -4.5% | -1.6% | -2.8% | -4.2% |
| 3M | +28.9% | +18.8% | +10.1% | +20.4% |
| 6M | +76.5% | +8.2% | +68.3% | +70.7% |
| YTD | +57.6% | -10.5% | +68.1% | +65.5% |
| 1Y | +167.5% | -23.7% | +191.3% | +205.3% |
| 3Y | +377.4% | -17.9% | +395.3% | +395.3% |
| All | +377.4% | -18.5% | +395.9% | +395.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling