-34.4%
ROL vs GPC
+2.6%
-37.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | +9.5% | +1.6% | +7.9% | +9.2% |
| 30D | +22.9% | -2.1% | +25.0% | +23.3% |
| 3M | +3.5% | -6.8% | +10.3% | +4.5% |
| 6M | -29.4% | +18.6% | -48.0% | -30.1% |
| YTD | -36.1% | +2.7% | -38.7% | -39.8% |
| 1Y | -34.4% | +1.8% | -36.1% | -37.9% |
| All | -34.4% | +2.6% | -37.0% | -37.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling