+15.6%
ROL vs GD
+97.4%
-81.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.3% | +3.3% | +1.8% |
| 7D | +11.7% | -3.9% | +15.6% | +13.2% |
| 30D | +27.7% | +8.1% | +19.6% | +24.2% |
| 3M | +3.7% | -6.8% | +10.4% | +6.1% |
| 6M | -27.8% | +3.0% | -30.8% | -28.9% |
| YTD | -34.7% | +7.8% | -42.5% | -37.0% |
| 1Y | -34.1% | +5.8% | -39.9% | -36.0% |
| 3Y | +5.9% | +55.3% | -49.4% | -13.8% |
| 5Y | +15.6% | +96.7% | -81.0% | -18.8% |
| All | +15.6% | +97.4% | -81.8% | -18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling