+52.3%
GM vs ROP
-21.5%
+73.8%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.6% | +4.2% | +0.5% |
| 7D | +1.7% | -4.4% | +6.2% | +1.6% |
| 30D | -1.6% | +3.2% | -4.8% | -1.4% |
| 3M | +5.7% | +23.1% | -17.4% | +7.3% |
| 6M | +12.2% | +13.3% | -1.1% | +13.9% |
| YTD | +8.4% | -7.9% | +16.3% | +11.2% |
| 1Y | +52.3% | -22.1% | +74.4% | +65.6% |
| All | +52.3% | -21.5% | +73.8% | +65.6% |
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 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