-4.7%
ROL vs GRMN
+76.7%
-81.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.1% | -2.4% |
| 7D | -3.4% | +0.2% | -3.6% | -3.5% |
| 30D | -6.9% | -11.3% | +4.4% | -4.7% |
| 3M | -24.6% | +17.7% | -42.3% | -27.5% |
| 6M | -39.5% | +14.2% | -53.7% | -41.6% |
| YTD | -41.1% | +37.0% | -78.1% | -45.6% |
| 1Y | -37.9% | +17.0% | -54.9% | -40.7% |
| 3Y | +0.8% | +183.2% | -182.4% | -32.9% |
| 5Y | -4.7% | +77.3% | -81.9% | -12.9% |
| All | -4.7% | +76.7% | -81.4% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling