+9,671.9%
ROL vs GD
+20,595.6%
-10,923.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.6% | +5.3% | +3.5% |
| 7D | +14.6% | +3.0% | +11.6% | +13.6% |
| 30D | +29.3% | +10.5% | +18.7% | +25.6% |
| 3M | +2.0% | -5.0% | +7.0% | +3.5% |
| 6M | -28.5% | +5.5% | -34.0% | -29.8% |
| YTD | -35.3% | +10.3% | -45.7% | -37.5% |
| 1Y | -34.7% | +8.2% | -42.8% | -36.6% |
| 3Y | +4.9% | +59.0% | -54.2% | -9.4% |
| 5Y | +13.2% | +104.3% | -91.1% | -9.4% |
| 10Y | +223.3% | +202.4% | +20.8% | +127.3% |
| All | +9,671.9% | +20,595.6% | -10,923.7% | +4,013.8% |
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 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