+239.5%
GM vs ROL
+834.1%
-594.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.8% | -1.3% |
| 7D | -0.2% | +3.0% | -3.2% | -1.3% |
| 30D | +3.6% | +19.8% | -16.2% | -3.9% |
| 3M | -0.2% | +7.9% | -8.1% | -3.6% |
| 6M | +13.9% | -25.6% | +39.6% | +27.0% |
| YTD | +6.5% | -34.1% | +40.6% | +24.0% |
| 1Y | +20.7% | -31.4% | +52.1% | +38.0% |
| 3Y | +229.5% | +4.7% | +224.8% | +206.1% |
| 5Y | +41.5% | +15.6% | +25.9% | +22.5% |
| 10Y | +204.8% | +220.6% | -15.8% | +37.8% |
| All | +239.5% | +834.1% | -594.5% | -24.5% |
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