+29,140.1%
ROP vs GAP
+474.0%
+28,666.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.8% |
| 7D | +0.2% | -0.1% | +0.3% | +0.1% |
| 30D | +30.3% | -5.4% | +35.7% | +31.5% |
| 3M | +17.8% | +2.9% | +14.9% | +16.7% |
| 6M | +38.9% | -4.4% | +43.3% | +38.5% |
| YTD | +7.6% | -11.6% | +19.2% | +8.1% |
| 1Y | +6.5% | -6.0% | +12.5% | +5.6% |
| 3Y | -6.3% | +78.0% | -84.3% | -22.6% |
| 5Y | +0.9% | +8.5% | -7.6% | -13.3% |
| 10Y | +180.7% | +8.6% | +172.1% | +109.5% |
| All | +29,140.1% | +474.0% | +28,666.2% | +12,745.8% |
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 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