-36.0%
ROL vs GRMN
+18.2%
-54.2%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | -1.4% | -2.9% | +1.4% | -1.1% |
| 30D | -4.1% | -8.4% | +4.3% | -3.2% |
| 3M | -22.5% | +15.0% | -37.5% | -23.9% |
| 6M | -37.7% | +11.2% | -48.9% | -38.6% |
| YTD | -39.6% | +37.7% | -77.3% | -42.4% |
| 1Y | -36.0% | +18.5% | -54.5% | -37.3% |
| All | -36.0% | +18.2% | -54.2% | -37.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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