+438.8%
GS vs ROP
+185.2%
+253.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +5.9% | +0.7% | +5.2% | +5.4% |
| 30D | +4.3% | +28.8% | -24.5% | -9.6% |
| 3M | -11.7% | +21.1% | -32.7% | -21.2% |
| 6M | -3.2% | +52.5% | -55.7% | -26.2% |
| YTD | +5.8% | +8.9% | -3.1% | -1.9% |
| 1Y | +16.0% | +8.2% | +7.8% | +7.9% |
| 3Y | +199.8% | -5.2% | +204.9% | +200.3% |
| 5Y | +155.5% | +1.7% | +153.8% | +139.8% |
| All | +438.8% | +185.2% | +253.6% | +141.2% |
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