-15.4%
ROP vs GTLB
-3.2%
-12.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.1% | -4.6% | -3.7% |
| 7D | -4.4% | +11.1% | -15.5% | -6.0% |
| 30D | +3.2% | +37.8% | -34.6% | -1.6% |
| 3M | +23.1% | +61.6% | -38.5% | +14.4% |
| 6M | +13.3% | +98.9% | -85.6% | +1.9% |
| YTD | -7.9% | +32.8% | -40.6% | -13.1% |
| 1Y | -22.1% | +14.7% | -36.7% | -25.6% |
| All | -15.4% | -3.2% | -12.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling