+164.6%
GM vs ROP
-18.8%
+183.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.0% | -2.2% |
| 7D | -1.1% | -6.1% | +5.0% | -0.2% |
| 30D | -4.6% | -3.4% | -1.2% | -4.1% |
| 3M | +0.2% | +16.7% | -16.5% | -2.2% |
| 6M | +12.6% | +8.1% | +4.6% | +11.6% |
| YTD | +3.7% | -11.7% | +15.4% | +8.2% |
| 1Y | +45.6% | -24.2% | +69.9% | +60.4% |
| All | +164.6% | -18.8% | +183.4% | +170.1% |
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