+129.7%
ROP vs GWRE
+131.0%
-1.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.2% |
| 7D | -4.6% | -13.2% | +8.6% | -0.9% |
| 30D | -1.7% | -18.6% | +16.9% | +3.1% |
| 3M | +17.1% | +18.9% | -1.8% | +10.3% |
| 6M | +10.9% | -11.0% | +21.8% | +11.5% |
| YTD | -12.1% | -29.9% | +17.8% | -6.3% |
| 1Y | -24.2% | -44.3% | +20.1% | -14.2% |
| 3Y | -20.4% | +51.7% | -72.0% | -35.8% |
| 5Y | -15.4% | +15.4% | -30.8% | -27.6% |
| All | +129.7% | +131.0% | -1.3% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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