-3.5%
ROP vs GGLL
+154.9%
-158.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.0% |
| 7D | +2.1% | +3.1% | -1.0% | +2.0% |
| 30D | +32.9% | -36.3% | +69.2% | +35.4% |
| 3M | +20.0% | -40.4% | +60.4% | +22.6% |
| 6M | +36.4% | -54.6% | +91.0% | +41.4% |
| YTD | +7.8% | -31.1% | +39.0% | +7.7% |
| 1Y | +8.0% | -19.2% | +27.2% | +6.0% |
| 3Y | -3.5% | +151.5% | -155.0% | -18.2% |
| All | -3.5% | +154.9% | -158.4% | -18.2% |
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