+204.9%
ROL vs GME
+262.6%
-57.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.3% | -6.5% | -1.2% |
| 7D | -3.3% | +4.8% | -8.1% | -3.3% |
| 30D | -7.2% | +5.9% | -13.1% | -7.3% |
| 3M | -27.0% | -10.7% | -16.2% | -26.9% |
| 6M | -39.5% | -19.8% | -19.7% | -39.5% |
| YTD | -41.8% | -0.9% | -40.9% | -41.8% |
| 1Y | -38.9% | -15.7% | -23.2% | -38.8% |
| 3Y | -0.4% | +12.3% | -12.7% | -0.9% |
| 5Y | -4.2% | -60.1% | +55.8% | -4.7% |
| All | +204.9% | +262.6% | -57.7% | +165.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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