+401.3%
GH vs ROP
+44.0%
+357.3%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.6% | +3.8% | +2.5% |
| 7D | -0.1% | -4.4% | +4.4% | +2.7% |
| 30D | -1.1% | +3.2% | -4.3% | -3.4% |
| 3M | +21.3% | +23.1% | -1.8% | +4.3% |
| 6M | +73.5% | +13.3% | +60.2% | +56.5% |
| YTD | +58.0% | -7.9% | +65.9% | +63.0% |
| 1Y | +163.1% | -22.1% | +185.1% | +204.1% |
| 3Y | +361.0% | -16.8% | +377.8% | +398.3% |
| 5Y | +22.5% | -13.5% | +36.1% | +28.5% |
| All | +401.3% | +44.0% | +357.3% | +235.6% |
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