+4.3%
ROL vs GD
+61.5%
-57.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.7% |
| 7D | +3.4% | -1.9% | +5.3% | +3.9% |
| 30D | +20.8% | +10.9% | +9.8% | +17.4% |
| 3M | +3.7% | -6.8% | +10.5% | +5.4% |
| 6M | -27.7% | +7.0% | -34.7% | -29.3% |
| YTD | -34.9% | +11.1% | -46.0% | -37.2% |
| 1Y | -33.3% | +7.0% | -40.3% | -34.9% |
| 3Y | +4.3% | +59.9% | -55.6% | -9.1% |
| All | +4.3% | +61.5% | -57.2% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling