+9,562.4%
ROL vs GPC
+2,071.6%
+7,490.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.5% |
| 7D | +9.5% | +1.6% | +7.9% | +8.8% |
| 30D | +22.9% | -2.1% | +25.0% | +24.0% |
| 3M | +3.5% | -6.8% | +10.3% | +6.4% |
| 6M | -29.4% | +18.6% | -48.0% | -35.0% |
| YTD | -36.1% | +2.7% | -38.7% | -38.4% |
| 1Y | -34.4% | +1.8% | -36.1% | -36.5% |
| 3Y | +4.0% | +1.1% | +2.9% | -3.1% |
| 5Y | +13.2% | +4.1% | +9.2% | +2.7% |
| 10Y | +219.7% | +88.2% | +131.4% | +105.9% |
| All | +9,562.4% | +2,071.6% | +7,490.8% | +2,591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling