-15.8%
ROP vs GGLL
+245.5%
-261.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.2% | -3.4% |
| 7D | -4.4% | -4.8% | +0.3% | -4.1% |
| 30D | +3.2% | -13.7% | +16.9% | +4.1% |
| 3M | +23.1% | -21.9% | +44.9% | +24.6% |
| 6M | +13.3% | +11.7% | +1.6% | +10.7% |
| YTD | -7.9% | +2.3% | -10.1% | -9.4% |
| 1Y | -22.1% | +76.2% | -98.2% | -27.9% |
| All | -15.8% | +245.5% | -261.3% | -31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling