+246.5%
GM vs ROL
+757.1%
-510.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.9% | -1.4% | +3.4% | +2.5% |
| 30D | -1.4% | -4.1% | +2.7% | +0.3% |
| 3M | +5.9% | -22.5% | +28.4% | +16.7% |
| 6M | +12.4% | -37.7% | +50.1% | +35.1% |
| YTD | +8.6% | -39.6% | +48.2% | +31.4% |
| 1Y | +52.6% | -36.0% | +88.6% | +79.4% |
| 3Y | +169.7% | -5.1% | +174.8% | +160.5% |
| 5Y | +87.5% | -3.4% | +90.9% | +75.3% |
| 10Y | +233.0% | +215.2% | +17.7% | +49.7% |
| All | +246.5% | +757.1% | -510.6% | -20.0% |
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