+42.5%
GM vs ROP
+1.9%
+40.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | -0.2% | +0.7% | -0.9% | -0.5% |
| 30D | +3.6% | +28.8% | -25.2% | -5.7% |
| 3M | -0.2% | +21.1% | -21.3% | -7.2% |
| 6M | +13.9% | +52.5% | -38.6% | -4.1% |
| YTD | +6.5% | +8.9% | -2.4% | +4.0% |
| 1Y | +20.7% | +8.2% | +12.4% | +18.2% |
| 3Y | +229.5% | -5.2% | +234.6% | +235.4% |
| All | +42.5% | +1.9% | +40.6% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling