+20.9%
ROP vs GGLL
+206.6%
-185.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | +0.4% |
| 7D | -2.9% | +2.9% | -5.8% | -3.2% |
| 30D | +30.1% | -33.1% | +63.2% | +33.3% |
| 3M | +19.9% | -31.2% | +51.1% | +22.4% |
| 6M | +46.0% | -49.4% | +95.4% | +52.2% |
| YTD | +8.4% | -26.8% | +35.2% | +8.2% |
| 1Y | +8.8% | -17.7% | +26.5% | +6.9% |
| 3Y | -5.6% | +160.4% | -166.1% | -24.0% |
| All | +20.9% | +206.6% | -185.8% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling