+6.7%
ROP vs GTLB
-49.8%
+56.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.5% |
| 7D | -2.9% | -9.6% | +6.7% | -2.0% |
| 30D | +30.1% | -15.5% | +45.6% | +32.1% |
| 3M | +19.9% | +12.4% | +7.5% | +18.1% |
| 6M | +46.0% | +84.6% | -38.5% | +36.5% |
| YTD | +8.4% | +26.1% | -17.7% | +4.4% |
| 1Y | +8.8% | +1.7% | +7.1% | +6.7% |
| 3Y | -5.6% | +6.1% | -11.7% | -9.7% |
| 5Y | +3.0% | -61.1% | +64.1% | +1.3% |
| All | +6.7% | -49.8% | +56.5% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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