+141.0%
GS vs ROP
+3.7%
+137.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -6.3% | +9.2% | -15.5% | -9.0% |
| 30D | -3.1% | +35.5% | -38.7% | -12.6% |
| 3M | -17.7% | +24.4% | -42.1% | -23.7% |
| 6M | -4.6% | +38.0% | -42.6% | -16.1% |
| YTD | +0.3% | +11.1% | -10.8% | -2.2% |
| 1Y | +11.7% | +10.9% | +0.8% | +9.0% |
| 3Y | +183.6% | -0.5% | +184.0% | +192.3% |
| 5Y | +141.0% | +4.5% | +136.4% | +127.3% |
| All | +141.0% | +3.7% | +137.2% | +127.3% |
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