+184.0%
ROP vs GPC
+78.6%
+105.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.0% |
| 7D | -2.9% | -2.1% | -0.9% | -2.2% |
| 30D | +30.1% | -4.5% | +34.6% | +32.1% |
| 3M | +19.9% | -7.7% | +27.6% | +23.2% |
| 6M | +46.0% | +24.3% | +21.7% | +33.5% |
| YTD | +8.4% | +3.5% | +4.9% | +4.9% |
| 1Y | +8.8% | +0.7% | +8.1% | +6.3% |
| 3Y | -5.6% | 0.0% | -5.6% | -10.7% |
| 5Y | +3.0% | +5.8% | -2.8% | -6.5% |
| 10Y | +184.0% | +75.8% | +108.3% | +96.0% |
| All | +184.0% | +78.6% | +105.4% | +96.0% |
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