+62.8%
ROL vs GH
+457.8%
-395.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | +0.8% | -8.2% | +8.9% | +1.4% |
| 30D | +20.6% | -4.9% | +25.5% | +20.9% |
| 3M | +4.5% | -6.2% | +10.7% | +4.7% |
| 6M | -26.5% | +60.0% | -86.6% | -30.1% |
| YTD | -34.8% | +51.5% | -86.4% | -37.9% |
| 1Y | -33.2% | +58.4% | -91.6% | -36.7% |
| 3Y | +4.5% | +617.2% | -612.8% | -16.4% |
| 5Y | +15.5% | +47.0% | -31.5% | +3.2% |
| All | +62.8% | +457.8% | -395.0% | +28.4% |
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