+24,936.4%
ROP vs GPC
+1,977.0%
+22,959.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.7% | -4.1% |
| 7D | -4.4% | +1.2% | -5.6% | -5.0% |
| 30D | +3.2% | +6.0% | -2.7% | +0.3% |
| 3M | +23.1% | +42.6% | -19.6% | +2.9% |
| 6M | +13.3% | +22.8% | -9.5% | +1.2% |
| YTD | -7.9% | +15.5% | -23.3% | -16.2% |
| 1Y | -22.1% | +2.0% | -24.1% | -24.9% |
| 3Y | -16.8% | -1.4% | -15.4% | -22.1% |
| 5Y | -13.5% | +30.6% | -44.1% | -31.2% |
| 10Y | +137.7% | +80.6% | +57.1% | +47.6% |
| All | +24,936.4% | +1,977.0% | +22,959.4% | +6,523.3% |
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