+185.8%
GS vs ROP
-3.8%
+189.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.6% | +0.2% |
| 7D | -3.2% | +2.1% | -5.4% | -3.6% |
| 30D | -2.4% | +32.9% | -35.3% | -7.9% |
| 3M | -15.7% | +20.0% | -35.8% | -18.8% |
| 6M | -6.8% | +36.4% | -43.2% | -14.1% |
| YTD | -0.1% | +7.8% | -7.9% | +2.8% |
| 1Y | +12.1% | +8.0% | +4.1% | +15.2% |
| 3Y | +185.8% | -3.5% | +189.3% | +210.4% |
| All | +185.8% | -3.8% | +189.6% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling