-11.8%
ROP vs GPC
+30.9%
-42.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -3.9% |
| 7D | -4.4% | +1.2% | -5.6% | -4.8% |
| 30D | +3.2% | +6.0% | -2.7% | +1.4% |
| 3M | +23.1% | +42.6% | -19.6% | +10.6% |
| 6M | +13.3% | +22.8% | -9.5% | +6.2% |
| YTD | -7.9% | +15.5% | -23.3% | -12.8% |
| 1Y | -22.1% | +2.0% | -24.1% | -23.2% |
| 3Y | -16.8% | -1.4% | -15.4% | -19.4% |
| All | -11.8% | +30.9% | -42.7% | -27.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling