+4,199.5%
ROL vs GME
+1,082.6%
+3,116.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.4% | +7.2% | -8.6% | -1.7% |
| 30D | -4.1% | +0.8% | -4.9% | -4.1% |
| 3M | -22.5% | -14.0% | -8.5% | -22.1% |
| 6M | -37.7% | -19.7% | -17.9% | -37.2% |
| YTD | -39.6% | -4.6% | -35.0% | -39.6% |
| 1Y | -36.0% | -14.3% | -21.7% | -35.8% |
| 3Y | -5.1% | +4.0% | -9.2% | -10.1% |
| 5Y | -3.4% | -62.2% | +58.8% | -7.2% |
| 10Y | +215.2% | +241.4% | -26.1% | +72.2% |
| All | +4,199.5% | +1,082.6% | +3,116.9% | +1,702.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling