+185.7%
GS vs ROP
-13.6%
+199.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +1.3% |
| 7D | +0.9% | -4.4% | +5.4% | +2.5% |
| 30D | -1.6% | +3.2% | -4.8% | -2.8% |
| 3M | -4.5% | +23.1% | -27.5% | -13.3% |
| 6M | +20.9% | +13.3% | +7.6% | +13.4% |
| YTD | +19.9% | -7.9% | +27.7% | +24.5% |
| 1Y | +41.4% | -22.1% | +63.5% | +60.9% |
| 3Y | +239.2% | -16.8% | +256.0% | +270.7% |
| All | +185.7% | -13.6% | +199.3% | +185.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling