+135.7%
ROP vs GAP
+28.3%
+107.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.2% | -0.8% |
| 7D | -6.1% | -3.2% | -2.9% | -5.7% |
| 30D | -3.4% | -0.7% | -2.7% | -3.4% |
| 3M | +16.7% | -0.5% | +17.2% | +16.4% |
| 6M | +8.1% | -5.0% | +13.0% | +7.9% |
| YTD | -11.7% | -14.7% | +3.0% | -10.8% |
| 1Y | -24.2% | -8.6% | -15.6% | -24.4% |
| 3Y | -19.0% | +108.4% | -127.3% | -31.5% |
| 5Y | -15.9% | +5.8% | -21.6% | -24.6% |
| 10Y | +135.7% | +29.6% | +106.0% | +78.8% |
| All | +135.7% | +28.3% | +107.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 10y: compounded portfolio wealth divided by compounded GAP 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…
10y analysis · Full analysis span regression · 6 months rolling