+20.0%
ROP vs GGLL
+194.0%
-174.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +0.2% | +5.1% | -4.9% | -0.2% |
| 30D | +30.3% | -35.5% | +65.8% | +33.9% |
| 3M | +17.8% | -39.2% | +56.9% | +21.4% |
| 6M | +38.9% | -54.4% | +93.3% | +46.1% |
| YTD | +7.6% | -29.8% | +37.5% | +7.8% |
| 1Y | +6.5% | -20.4% | +26.9% | +4.8% |
| 3Y | -6.3% | +149.7% | -156.0% | -24.3% |
| All | +20.0% | +194.0% | -174.0% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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