+371.1%
GH vs ROP
+70.1%
+301.0%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.5% | -2.3% |
| 7D | +0.6% | +0.7% | -0.2% | +0.1% |
| 30D | -6.9% | +28.8% | -35.7% | -21.1% |
| 3M | -4.9% | +21.1% | -26.0% | -16.8% |
| 6M | +54.1% | +52.5% | +1.5% | +13.7% |
| YTD | +48.5% | +8.9% | +39.7% | +36.6% |
| 1Y | +61.2% | +8.2% | +52.9% | +48.5% |
| 3Y | +570.3% | -5.2% | +575.5% | +565.6% |
| 5Y | +46.1% | +1.7% | +44.4% | +37.4% |
| All | +371.1% | +70.1% | +301.0% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling