+1,488.6%
GIS vs ROL
+9,030.3%
-7,541.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.5% |
| 7D | -7.8% | -1.4% | -6.4% | -7.6% |
| 30D | +6.6% | -4.1% | +10.7% | +7.4% |
| 3M | +21.0% | -22.5% | +43.5% | +26.5% |
| 6M | -9.1% | -37.7% | +28.6% | -1.2% |
| YTD | -13.6% | -39.6% | +26.0% | -5.8% |
| 1Y | -18.0% | -36.0% | +18.0% | -11.6% |
| 3Y | -33.7% | -5.1% | -28.5% | -33.6% |
| 5Y | -19.4% | -3.4% | -16.1% | -20.4% |
| 10Y | -21.3% | +215.2% | -236.5% | -37.0% |
| All | +1,488.6% | +9,030.3% | -7,541.7% | +503.9% |
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