-5.1%
ROL vs GNRC
-60.2%
+55.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.6% | +0.2% |
| 7D | -3.2% | -0.7% | -2.5% | -3.2% |
| 30D | -6.6% | -15.8% | +9.2% | -5.5% |
| 3M | -27.3% | -24.0% | -3.3% | -26.2% |
| 6M | -38.1% | -13.8% | -24.3% | -38.1% |
| YTD | -41.8% | +33.2% | -75.0% | -44.3% |
| 1Y | -37.8% | -1.8% | -36.0% | -39.0% |
| 3Y | -0.3% | +57.7% | -58.1% | -8.5% |
| 5Y | -5.1% | -59.7% | +54.7% | -6.1% |
| All | -5.1% | -60.2% | +55.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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