+457.2%
GS vs ROL
+211.1%
+246.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | +1.6% | +3.4% | -1.8% | +0.6% |
| 30D | +1.7% | +20.8% | -19.1% | -4.1% |
| 3M | -11.6% | +3.7% | -15.3% | -12.9% |
| 6M | -1.9% | -27.7% | +25.8% | +7.6% |
| YTD | +5.1% | -34.9% | +40.0% | +18.9% |
| 1Y | +16.4% | -33.3% | +49.7% | +30.6% |
| 3Y | +199.0% | +4.3% | +194.6% | +180.7% |
| 5Y | +157.4% | +15.0% | +142.5% | +127.2% |
| 10Y | +457.2% | +214.7% | +242.5% | +202.8% |
| All | +457.2% | +211.1% | +246.1% | +202.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling