+1,317.1%
GIS vs ROL
+9,602.3%
-8,285.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.6% | -1.8% |
| 7D | -8.1% | -1.7% | -6.4% | -7.8% |
| 30D | +5.3% | +18.5% | -13.2% | +2.1% |
| 3M | -10.5% | +4.3% | -14.9% | -11.3% |
| 6M | +1.8% | -27.7% | +29.5% | +7.7% |
| YTD | -22.9% | -35.8% | +12.8% | -16.9% |
| 1Y | -22.9% | -34.1% | +11.2% | -17.3% |
| 3Y | -40.5% | +2.9% | -43.5% | -41.3% |
| 5Y | -34.9% | +12.7% | -47.6% | -37.3% |
| 10Y | -19.0% | +212.6% | -231.6% | -35.2% |
| All | +1,317.1% | +9,602.3% | -8,285.2% | +432.5% |
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