+205.1%
ROL vs GRMN
+646.1%
-441.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.2% | -1.8% | -1.4% | -2.7% |
| 30D | -6.6% | -12.1% | +5.5% | -3.1% |
| 3M | -27.3% | +18.0% | -45.3% | -31.3% |
| 6M | -38.1% | +13.7% | -51.8% | -41.1% |
| YTD | -41.8% | +35.3% | -77.1% | -47.7% |
| 1Y | -37.8% | +17.2% | -55.1% | -41.8% |
| 3Y | -0.3% | +179.6% | -179.9% | -37.2% |
| 5Y | -5.1% | +75.6% | -80.6% | -27.5% |
| All | +205.1% | +646.1% | -441.0% | +40.9% |
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