+238.7%
GM vs ROP
+513.6%
-274.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.6% | -0.6% |
| 7D | +0.4% | -5.4% | +5.8% | +3.6% |
| 30D | -1.8% | -1.6% | -0.2% | -1.0% |
| 3M | +2.6% | +18.8% | -16.2% | -8.4% |
| 6M | +14.6% | +8.2% | +6.3% | +7.3% |
| YTD | +6.2% | -10.5% | +16.7% | +10.3% |
| 1Y | +48.7% | -23.7% | +72.4% | +70.5% |
| 3Y | +168.3% | -17.9% | +186.2% | +185.7% |
| 5Y | +82.8% | -15.3% | +98.1% | +88.6% |
| 10Y | +226.2% | +133.4% | +92.8% | +56.9% |
| All | +238.7% | +513.6% | -274.9% | -27.0% |
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