+152.0%
GE vs ROL
+205.3%
-53.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.5% |
| 7D | -1.2% | -3.3% | +2.0% | -0.2% |
| 30D | -11.3% | -7.2% | -4.0% | -9.2% |
| 3M | -1.4% | -27.0% | +25.6% | +8.1% |
| 6M | +1.2% | -39.5% | +40.7% | +17.9% |
| YTD | +5.9% | -41.8% | +47.7% | +24.5% |
| 1Y | +18.4% | -38.9% | +57.3% | +36.1% |
| 3Y | +271.0% | -0.4% | +271.4% | +256.7% |
| 5Y | +417.9% | -4.2% | +422.1% | +394.1% |
| 10Y | +152.0% | +208.2% | -56.2% | +55.2% |
| All | +152.0% | +205.3% | -53.4% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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