+64.5%
ROL vs GH
+446.7%
-382.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.0% | +4.6% | +2.7% |
| 7D | +3.0% | +0.6% | +2.4% | +2.9% |
| 30D | +19.8% | -6.9% | +26.7% | +20.3% |
| 3M | +7.9% | -4.9% | +12.8% | +7.9% |
| 6M | -25.6% | +54.1% | -79.7% | -29.0% |
| YTD | -34.1% | +48.5% | -82.7% | -37.2% |
| 1Y | -31.4% | +61.2% | -92.6% | -35.1% |
| 3Y | +4.7% | +570.3% | -565.7% | -15.7% |
| 5Y | +15.6% | +46.1% | -30.5% | +3.2% |
| All | +64.5% | +446.7% | -382.1% | +30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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