+75.8%
GM vs ROL
-5.1%
+80.9%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | -2.4% | -3.2% | +0.7% | -1.6% |
| 30D | -1.1% | -4.9% | +3.8% | +0.3% |
| 3M | +6.1% | -25.8% | +31.9% | +14.9% |
| 6M | +15.0% | -37.6% | +52.5% | +30.5% |
| YTD | +6.0% | -41.5% | +47.5% | +22.0% |
| 1Y | +47.1% | -39.5% | +86.6% | +67.1% |
| 3Y | +170.5% | +0.1% | +170.4% | +151.3% |
| All | +75.8% | -5.1% | +80.9% | +63.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling