+0.8%
ROL vs GME
+4.1%
-3.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.5% |
| 7D | -3.4% | +0.4% | -3.9% | -3.4% |
| 30D | -6.9% | -1.4% | -5.5% | -6.9% |
| 3M | -24.6% | -15.1% | -9.5% | -24.4% |
| 6M | -39.5% | -22.5% | -17.0% | -39.3% |
| YTD | -41.1% | -5.9% | -35.2% | -41.1% |
| 1Y | -37.9% | -18.6% | -19.3% | -37.8% |
| 3Y | +0.8% | +6.7% | -5.9% | +0.1% |
| All | +0.8% | +4.1% | -3.3% | +0.1% |
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 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