+486.7%
GS vs ROP
+195.2%
+291.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +1.2% |
| 7D | -3.2% | +2.1% | -5.4% | -4.3% |
| 30D | -2.4% | +32.9% | -35.3% | -16.9% |
| 3M | -15.7% | +20.0% | -35.8% | -24.5% |
| 6M | -6.8% | +36.4% | -43.2% | -24.2% |
| YTD | -0.1% | +7.8% | -7.9% | -6.9% |
| 1Y | +12.1% | +8.0% | +4.1% | +4.3% |
| 3Y | +185.8% | -3.5% | +189.3% | +182.5% |
| 5Y | +140.1% | +1.5% | +138.6% | +125.2% |
| All | +486.7% | +195.2% | +291.5% | +130.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling