+437.1%
GS vs ROP
+183.9%
+253.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.5% | -1.4% |
| 7D | +5.1% | -2.7% | +7.8% | +6.6% |
| 30D | +2.4% | +29.7% | -27.3% | -11.6% |
| 3M | -11.5% | +21.2% | -32.7% | -21.1% |
| 6M | -2.5% | +48.3% | -50.8% | -24.5% |
| YTD | +5.5% | +8.4% | -2.9% | -2.0% |
| 1Y | +11.0% | +6.0% | +5.0% | +4.7% |
| 3Y | +200.1% | -5.6% | +205.7% | +201.4% |
| 5Y | +154.7% | +1.3% | +153.4% | +139.6% |
| All | +437.1% | +183.9% | +253.2% | +141.0% |
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 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