+9,682.1%
ROL vs GPC
+2,105.4%
+7,576.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.5% |
| 7D | +2.9% | +0.4% | +2.5% | +2.7% |
| 30D | +20.1% | -1.8% | +22.0% | +21.0% |
| 3M | +3.2% | -6.6% | +9.8% | +6.0% |
| 6M | -28.0% | +21.3% | -49.4% | -34.3% |
| YTD | -35.3% | +4.3% | -39.5% | -38.0% |
| 1Y | -33.6% | +3.3% | -36.9% | -36.2% |
| 3Y | +3.8% | +0.8% | +3.0% | -3.1% |
| 5Y | +14.4% | +7.4% | +7.0% | +2.4% |
| 10Y | +213.1% | +79.2% | +133.8% | +106.8% |
| All | +9,682.1% | +2,105.4% | +7,576.7% | +2,607.8% |
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