+486.7%
GS vs ROL
+216.1%
+270.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.3% |
| 7D | -3.2% | +9.5% | -12.7% | -5.9% |
| 30D | -2.4% | +22.9% | -25.3% | -8.5% |
| 3M | -15.7% | +3.5% | -19.3% | -17.0% |
| 6M | -6.8% | -29.4% | +22.6% | +3.0% |
| YTD | -0.1% | -36.1% | +36.0% | +13.7% |
| 1Y | +12.1% | -34.4% | +46.5% | +26.3% |
| 3Y | +185.8% | +4.0% | +181.8% | +168.1% |
| 5Y | +140.1% | +13.2% | +126.9% | +112.7% |
| All | +486.7% | +216.1% | +270.6% | +219.9% |
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