+23,895.7%
ROP vs GFI
+780.0%
+23,115.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -6.1% | +4.7% | -10.8% | -6.3% |
| 30D | -3.4% | +14.4% | -17.8% | -3.9% |
| 3M | +16.7% | +32.5% | -15.8% | +15.2% |
| 6M | +8.1% | -7.2% | +15.2% | +8.0% |
| YTD | -11.7% | +10.9% | -22.5% | -12.6% |
| 1Y | -24.2% | +35.5% | -59.7% | -25.8% |
| 3Y | -19.0% | +312.1% | -331.1% | -25.1% |
| 5Y | -15.9% | +524.6% | -540.4% | -24.3% |
| 10Y | +135.7% | +1,092.7% | -957.0% | +100.1% |
| All | +23,895.7% | +780.0% | +23,115.7% | +22,435.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling