+183.6%
ROP vs GPC
+93.7%
+89.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.3% | -3.4% | -1.9% |
| 7D | -1.6% | +0.8% | -2.5% | -1.9% |
| 30D | +29.5% | -1.1% | +30.6% | +29.9% |
| 3M | +17.5% | -6.6% | +24.2% | +20.3% |
| 6M | +38.1% | +22.2% | +15.8% | +27.1% |
| YTD | +7.0% | +5.1% | +1.9% | +3.0% |
| 1Y | +6.5% | +2.8% | +3.7% | +3.3% |
| 3Y | -5.5% | +2.4% | -7.8% | -11.4% |
| 5Y | -0.4% | +7.8% | -8.2% | -10.2% |
| 10Y | +183.6% | +87.2% | +96.3% | +91.6% |
| All | +183.6% | +93.7% | +89.9% | +91.6% |
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