-4.7%
ROL vs GME
-62.6%
+57.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -24.3% |
| 6M | -39.5% | -22.5% | -17.0% | -39.2% |
| YTD | -41.1% | -5.9% | -35.2% | -41.1% |
| 1Y | -37.9% | -18.6% | -19.3% | -37.7% |
| 3Y | +0.8% | +6.7% | -5.9% | -3.6% |
| 5Y | -4.7% | -62.0% | +57.3% | -8.8% |
| All | -4.7% | -62.6% | +57.9% | -8.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling