+214.7%
ROL vs GRMN
+655.8%
-441.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | +3.4% | +6.3% | -2.9% | +1.5% |
| 30D | +20.8% | +7.6% | +13.2% | +18.2% |
| 3M | +3.7% | -7.5% | +11.2% | +5.8% |
| 6M | -27.7% | +21.2% | -48.9% | -32.5% |
| YTD | -34.9% | +44.0% | -79.0% | -42.8% |
| 1Y | -33.3% | +44.7% | -78.0% | -41.5% |
| 3Y | +4.3% | +160.5% | -156.2% | -31.8% |
| 5Y | +15.0% | +124.6% | -109.7% | -21.0% |
| 10Y | +214.7% | +651.6% | -436.9% | +43.0% |
| All | +214.7% | +655.8% | -441.1% | +43.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling