-36.0%
ROL vs GPC
+1.0%
-37.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.3% |
| 7D | -1.4% | +1.2% | -2.6% | -1.6% |
| 30D | -4.1% | +6.0% | -10.1% | -4.7% |
| 3M | -22.5% | +42.6% | -65.1% | -25.1% |
| 6M | -37.7% | +22.8% | -60.4% | -39.0% |
| YTD | -39.6% | +15.5% | -55.0% | -43.4% |
| 1Y | -36.0% | +2.0% | -38.1% | -35.9% |
| All | -36.0% | +1.0% | -37.0% | -35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded GPC 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling