+12.1%
GS vs ROL
-35.3%
+47.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | -0.4% |
| 7D | -3.2% | +9.5% | -12.7% | -3.2% |
| 30D | -2.4% | +22.9% | -25.3% | -2.3% |
| 3M | -15.7% | +3.5% | -19.3% | -15.7% |
| 6M | -6.8% | -29.4% | +22.6% | -4.4% |
| YTD | -0.1% | -36.1% | +36.0% | +6.5% |
| 1Y | +12.1% | -34.4% | +46.5% | +16.6% |
| All | +12.1% | -35.3% | +47.4% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling