+129.7%
ROP vs GFI
+1,066.8%
-937.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | 0.0% |
| 7D | -4.6% | -4.9% | +0.2% | -4.5% |
| 30D | -1.7% | +10.7% | -12.4% | -1.8% |
| 3M | +17.1% | +25.6% | -8.6% | +16.7% |
| 6M | +10.9% | -8.3% | +19.1% | +11.0% |
| YTD | -12.1% | +6.3% | -18.4% | -12.4% |
| 1Y | -24.2% | +22.1% | -46.3% | -24.9% |
| 3Y | -20.4% | +289.2% | -309.6% | -23.5% |
| 5Y | -15.4% | +531.7% | -547.0% | -19.2% |
| All | +129.7% | +1,066.8% | -937.1% | +138.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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