+438.8%
GS vs ROL
+221.5%
+217.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.2% | -0.4% |
| 7D | +5.9% | +3.0% | +2.9% | +4.9% |
| 30D | +4.3% | +19.8% | -15.5% | -1.4% |
| 3M | -11.7% | +7.9% | -19.6% | -14.0% |
| 6M | -3.2% | -25.6% | +22.5% | +5.3% |
| YTD | +5.8% | -34.1% | +39.9% | +19.3% |
| 1Y | +16.0% | -31.4% | +47.4% | +28.9% |
| 3Y | +199.8% | +4.7% | +195.1% | +181.3% |
| 5Y | +155.5% | +15.6% | +139.9% | +125.3% |
| All | +438.8% | +221.5% | +217.3% | +177.7% |
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