-13.0%
ROP vs GTLB
-50.8%
+37.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.2% |
| 7D | -6.1% | -6.6% | +0.5% | -5.5% |
| 30D | -3.4% | +13.7% | -17.1% | -4.7% |
| 3M | +16.7% | +52.9% | -36.2% | +11.5% |
| 6M | +8.1% | +88.5% | -80.4% | +0.8% |
| YTD | -11.7% | +23.4% | -35.1% | -14.5% |
| 1Y | -24.2% | -3.8% | -20.4% | -25.3% |
| 3Y | -19.0% | -11.5% | -7.5% | -21.3% |
| All | -13.0% | -50.8% | +37.8% | -15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling