+0.8%
ROL vs GRMN
+182.7%
-181.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.5% |
| 7D | -3.4% | +0.2% | -3.6% | -3.4% |
| 30D | -6.9% | -11.3% | +4.4% | -5.9% |
| 3M | -24.6% | +17.7% | -42.3% | -25.9% |
| 6M | -39.5% | +14.2% | -53.7% | -40.4% |
| YTD | -41.1% | +37.0% | -78.1% | -43.0% |
| 1Y | -37.9% | +17.0% | -54.9% | -39.0% |
| 3Y | +0.8% | +183.2% | -182.4% | -10.8% |
| All | +0.8% | +182.7% | -181.9% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling