+210.7%
ROL vs GPC
+83.6%
+127.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -1.4% | +1.2% | -2.6% | -1.8% |
| 30D | -4.1% | +6.0% | -10.1% | -5.8% |
| 3M | -22.5% | +42.6% | -65.1% | -30.8% |
| 6M | -37.7% | +22.8% | -60.4% | -41.9% |
| YTD | -39.6% | +15.5% | -55.0% | -43.1% |
| 1Y | -36.0% | +2.0% | -38.1% | -37.4% |
| 3Y | -5.1% | -1.4% | -3.7% | -8.6% |
| 5Y | -3.4% | +30.6% | -34.0% | -16.2% |
| All | +210.7% | +83.6% | +127.0% | +135.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling