-15.8%
ROP vs GPC
-1.1%
-14.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.8% |
| 7D | -4.4% | +1.2% | -5.6% | -4.7% |
| 30D | +3.2% | +6.0% | -2.7% | +1.9% |
| 3M | +23.1% | +42.6% | -19.6% | +14.2% |
| 6M | +13.3% | +22.8% | -9.5% | +8.4% |
| YTD | -7.9% | +15.5% | -23.3% | -11.3% |
| 1Y | -22.1% | +2.0% | -24.1% | -22.7% |
| All | -15.8% | -1.1% | -14.7% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling