+9,030.3%
ROL vs GAP
+2,258.2%
+6,772.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.5% | -0.1% | +0.4% |
| 7D | -1.4% | -4.5% | +3.0% | -0.8% |
| 30D | -4.1% | +9.0% | -13.1% | -5.4% |
| 3M | -22.5% | +5.0% | -27.5% | -23.2% |
| 6M | -37.7% | -17.8% | -19.8% | -36.5% |
| YTD | -39.6% | -10.4% | -29.2% | -39.3% |
| 1Y | -36.0% | -3.4% | -32.6% | -36.6% |
| 3Y | -5.1% | +111.5% | -116.6% | -20.7% |
| 5Y | -3.4% | +8.8% | -12.2% | -14.6% |
| 10Y | +215.2% | +32.9% | +182.4% | +139.7% |
| All | +9,030.3% | +2,258.2% | +6,772.0% | +4,517.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling