+208.2%
ROL vs GAP
+28.3%
+179.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.8% |
| 7D | -3.3% | -3.2% | -0.1% | -3.0% |
| 30D | -7.2% | -0.7% | -6.5% | -7.3% |
| 3M | -27.0% | -0.5% | -26.5% | -27.1% |
| 6M | -39.5% | -5.0% | -34.5% | -39.5% |
| YTD | -41.8% | -14.7% | -27.1% | -41.4% |
| 1Y | -38.9% | -8.6% | -30.2% | -38.9% |
| 3Y | -0.4% | +108.4% | -108.7% | -11.3% |
| 5Y | -4.2% | +5.8% | -10.0% | -11.5% |
| 10Y | +208.2% | +29.6% | +178.6% | +152.2% |
| All | +208.2% | +28.3% | +179.9% | +152.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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