-4.7%
ROL vs GH
+22.3%
-26.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -3.4% | -2.1% | -1.3% | -3.3% |
| 30D | -6.9% | -4.5% | -2.5% | -6.7% |
| 3M | -24.6% | +28.9% | -53.5% | -26.1% |
| 6M | -39.5% | +76.5% | -116.0% | -42.3% |
| YTD | -41.1% | +57.6% | -98.7% | -43.4% |
| 1Y | -37.9% | +167.5% | -205.5% | -42.8% |
| 3Y | +0.8% | +377.4% | -376.6% | -12.9% |
| 5Y | -4.7% | +23.8% | -28.5% | -14.5% |
| All | -4.7% | +22.3% | -26.9% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling