+4,187.3%
ROL vs GPN
+2,520.1%
+1,667.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.8% | -1.5% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -6.9% | +3.8% | -10.8% | -8.2% |
| 3M | -24.6% | +39.2% | -63.8% | -32.3% |
| 6M | -39.5% | +17.9% | -57.4% | -43.3% |
| YTD | -41.1% | +16.4% | -57.5% | -44.9% |
| 1Y | -37.9% | +3.6% | -41.6% | -40.0% |
| 3Y | +0.8% | -26.7% | +27.5% | +4.3% |
| 5Y | -4.7% | -44.8% | +40.1% | +4.6% |
| 10Y | +207.9% | +24.1% | +183.7% | +141.2% |
| All | +4,187.3% | +2,520.1% | +1,667.2% | +1,437.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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