+1,346.3%
GIS vs ROL
+9,745.6%
-8,399.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.2% |
| 7D | -4.6% | +0.8% | -5.3% | -4.7% |
| 30D | +6.6% | +20.6% | -14.0% | +3.1% |
| 3M | -8.1% | +4.5% | -12.6% | -8.9% |
| 6M | +4.9% | -26.5% | +31.4% | +10.6% |
| YTD | -21.4% | -34.8% | +13.5% | -15.4% |
| 1Y | -21.6% | -33.2% | +11.6% | -16.1% |
| 3Y | -39.3% | +4.5% | -43.8% | -40.2% |
| 5Y | -33.2% | +15.5% | -48.7% | -36.0% |
| 10Y | -17.3% | +217.2% | -234.5% | -34.0% |
| All | +1,346.3% | +9,745.6% | -8,399.4% | +442.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling