+3,824.8%
ROL vs GRMN
+6,622.3%
-2,797.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -4.1% |
| 3M | -24.6% | +17.7% | -42.3% | -28.1% |
| 6M | -39.5% | +14.2% | -53.7% | -42.0% |
| YTD | -41.1% | +37.0% | -78.1% | -46.3% |
| 1Y | -37.9% | +17.0% | -54.9% | -41.2% |
| 3Y | +0.8% | +183.2% | -182.4% | -26.9% |
| 5Y | -4.7% | +77.3% | -81.9% | -22.3% |
| 10Y | +207.9% | +630.9% | -423.0% | +73.7% |
| All | +3,824.8% | +6,622.3% | -2,797.4% | +1,060.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling