+141.0%
GS vs ROL
+14.0%
+127.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.0% | -7.4% | -6.6% |
| 7D | -6.3% | +11.7% | -18.1% | -8.3% |
| 30D | -3.1% | +27.7% | -30.9% | -7.8% |
| 3M | -17.7% | +3.7% | -21.3% | -18.3% |
| 6M | -4.6% | -27.8% | +23.2% | +2.2% |
| YTD | +0.3% | -34.7% | +35.0% | +9.9% |
| 1Y | +11.7% | -34.1% | +45.8% | +22.0% |
| 3Y | +183.6% | +5.9% | +177.7% | +166.6% |
| 5Y | +141.0% | +15.6% | +125.3% | +113.0% |
| All | +141.0% | +14.0% | +127.0% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling