+2.1%
ROL vs GME
+105.0%
-102.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.7% | -1.5% |
| 7D | -1.7% | +6.0% | -7.7% | -1.8% |
| 30D | +18.5% | -5.9% | +24.4% | +18.6% |
| 3M | +4.3% | +38.2% | -33.8% | +3.8% |
| 6M | -27.7% | +14.5% | -42.3% | -27.9% |
| YTD | -35.8% | +27.6% | -63.4% | -36.0% |
| 1Y | -34.1% | +19.9% | -54.0% | -34.3% |
| All | +2.1% | +105.0% | -102.9% | -0.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling