+2,064.0%
GS vs ROP
+3,325.3%
-1,261.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.6% | +2.0% |
| 7D | +0.9% | -4.4% | +5.4% | +3.4% |
| 30D | -1.6% | +3.2% | -4.8% | -3.5% |
| 3M | -4.5% | +23.1% | -27.5% | -16.4% |
| 6M | +20.9% | +13.3% | +7.6% | +9.8% |
| YTD | +19.9% | -7.9% | +27.7% | +21.2% |
| 1Y | +41.4% | -22.1% | +63.5% | +56.5% |
| 3Y | +239.2% | -16.8% | +256.0% | +260.1% |
| 5Y | +185.0% | -13.5% | +198.6% | +191.9% |
| 10Y | +655.0% | +137.7% | +517.3% | +337.0% |
| All | +2,064.0% | +3,325.3% | -1,261.2% | +318.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling