+29,339.2%
ROP vs GAP
+462.5%
+28,876.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.0% | +2.7% | +1.0% |
| 7D | -2.9% | -9.3% | +6.4% | -1.3% |
| 30D | +30.1% | -5.5% | +35.5% | +31.2% |
| 3M | +19.9% | +3.5% | +16.4% | +18.6% |
| 6M | +46.0% | +0.7% | +45.3% | +44.2% |
| YTD | +8.4% | -13.4% | +21.7% | +9.2% |
| 1Y | +8.8% | -7.7% | +16.5% | +8.2% |
| 3Y | -5.6% | +74.4% | -80.1% | -21.8% |
| 5Y | +3.0% | +5.3% | -2.3% | -11.1% |
| 10Y | +184.0% | +4.7% | +179.4% | +113.4% |
| All | +29,339.2% | +462.5% | +28,876.7% | +12,878.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling