+217.2%
ROL vs GME
+484.8%
-267.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.3% | +0.1% |
| 7D | +0.8% | +1.6% | -0.9% | +0.7% |
| 30D | +20.6% | -6.2% | +26.7% | +20.6% |
| 3M | +4.5% | +35.8% | -31.3% | +4.3% |
| 6M | -26.5% | +10.3% | -36.8% | -26.6% |
| YTD | -34.8% | +27.2% | -62.1% | -34.9% |
| 1Y | -33.2% | +19.1% | -52.3% | -33.3% |
| 3Y | +4.5% | +103.7% | -99.3% | +3.7% |
| 5Y | +15.5% | -50.0% | +65.5% | +14.7% |
| 10Y | +217.2% | +471.4% | -254.2% | +169.5% |
| All | +217.2% | +484.8% | -267.6% | +169.5% |
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