-20.4%
ROP vs GFI
+292.6%
-313.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.4% |
| 7D | -8.0% | -5.1% | -2.8% | -8.0% |
| 30D | -2.7% | +13.4% | -16.2% | -2.7% |
| 3M | +16.6% | +36.2% | -19.6% | +16.8% |
| 6M | +10.4% | -9.8% | +20.2% | +10.9% |
| YTD | -12.1% | +7.7% | -19.8% | -12.4% |
| 1Y | -23.6% | +27.2% | -50.8% | -24.6% |
| All | -20.4% | +292.6% | -313.0% | -26.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling