+9,030.3%
ROL vs GD
+20,186.5%
-11,156.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.9% |
| 7D | -1.4% | -5.3% | +3.8% | +0.1% |
| 30D | -4.1% | -6.4% | +2.3% | -2.3% |
| 3M | -22.5% | +5.7% | -28.2% | -23.9% |
| 6M | -37.7% | -0.9% | -36.7% | -37.8% |
| YTD | -39.6% | +8.2% | -47.7% | -41.3% |
| 1Y | -36.0% | +13.4% | -49.4% | -38.7% |
| 3Y | -5.1% | +68.5% | -73.6% | -19.5% |
| 5Y | -3.4% | +97.2% | -100.5% | -21.9% |
| 10Y | +215.2% | +190.2% | +25.1% | +124.1% |
| All | +9,030.3% | +20,186.5% | -11,156.3% | +3,766.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling