+133.4%
ROP vs GPC
+79.8%
+53.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | +0.1% | -1.8% |
| 7D | -5.4% | +0.2% | -5.6% | -5.5% |
| 30D | -1.6% | -0.4% | -1.3% | -1.6% |
| 3M | +18.8% | +39.2% | -20.3% | +4.6% |
| 6M | +8.2% | +18.2% | -10.0% | +0.8% |
| YTD | -10.5% | +12.1% | -22.6% | -15.7% |
| 1Y | -23.7% | -0.7% | -23.1% | -24.8% |
| 3Y | -17.9% | -1.7% | -16.2% | -21.5% |
| 5Y | -15.3% | +29.3% | -44.6% | -29.2% |
| 10Y | +133.4% | +80.7% | +52.7% | +59.0% |
| All | +133.4% | +79.8% | +53.6% | +59.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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