+216.0%
ROL vs GD
+190.6%
+25.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.6% | -1.4% | -1.9% |
| 7D | +9.5% | -5.0% | +14.5% | +11.5% |
| 30D | +22.9% | +8.9% | +14.0% | +19.1% |
| 3M | +3.5% | -8.0% | +11.6% | +6.7% |
| 6M | -29.4% | +2.9% | -32.3% | -30.4% |
| YTD | -36.1% | +7.1% | -43.1% | -38.2% |
| 1Y | -34.4% | +5.9% | -40.3% | -36.4% |
| 3Y | +4.0% | +53.9% | -49.9% | -13.8% |
| 5Y | +13.2% | +95.4% | -82.2% | -15.2% |
| All | +216.0% | +190.6% | +25.4% | +115.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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