+39.4%
GM vs ROP
+10.4%
+29.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.9% | +0.7% | +4.6% |
| 7D | +12.1% | +11.7% | +0.4% | +12.1% |
| 30D | +15.2% | +35.5% | -20.2% | +15.9% |
| 3M | +4.9% | +25.6% | -20.8% | +5.2% |
| 6M | +22.6% | +39.3% | -16.6% | +25.4% |
| YTD | +14.4% | +11.6% | +2.8% | +13.1% |
| 1Y | +39.4% | +10.6% | +28.8% | +38.5% |
| All | +39.4% | +10.4% | +29.0% | +38.5% |
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