+29,271.4%
ROP vs GPC
+1,747.2%
+27,524.2%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.3% |
| 7D | +2.1% | +1.6% | +0.6% | +1.4% |
| 30D | +32.9% | -2.1% | +35.0% | +34.0% |
| 3M | +20.3% | -6.8% | +27.1% | +24.0% |
| 6M | +36.8% | +18.6% | +18.2% | +24.4% |
| YTD | +8.1% | +2.7% | +5.4% | +3.7% |
| 1Y | +8.3% | +1.8% | +6.5% | +4.1% |
| 3Y | -3.2% | +1.1% | -4.3% | -10.6% |
| 5Y | +1.7% | +4.1% | -2.3% | -9.4% |
| 10Y | +199.2% | +88.2% | +111.0% | +79.8% |
| All | +29,271.4% | +1,747.2% | +27,524.2% | +8,099.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling