+1,710.5%
GS vs ROP
+4,029.0%
-2,318.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.2% |
| 7D | -6.3% | +9.2% | -15.5% | -10.8% |
| 30D | -3.1% | +35.5% | -38.7% | -18.4% |
| 3M | -17.7% | +24.4% | -42.1% | -27.7% |
| 6M | -4.6% | +38.0% | -42.6% | -22.5% |
| YTD | +0.3% | +11.1% | -10.8% | -9.2% |
| 1Y | +11.7% | +10.9% | +0.8% | +1.2% |
| 3Y | +183.6% | -0.5% | +184.0% | +170.6% |
| 5Y | +141.0% | +4.5% | +136.4% | +120.8% |
| 10Y | +507.4% | +207.5% | +300.0% | +203.3% |
| All | +1,710.5% | +4,029.0% | -2,318.5% | +213.3% |
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 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