+214.7%
ROL vs GSK
+102.9%
+111.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +3.4% | +5.2% | -1.8% | +1.8% |
| 30D | +20.8% | +10.2% | +10.6% | +17.3% |
| 3M | +3.7% | -0.9% | +4.6% | +3.8% |
| 6M | -27.7% | +3.5% | -31.1% | -28.6% |
| YTD | -34.9% | +7.2% | -42.2% | -36.7% |
| 1Y | -33.3% | +12.0% | -45.3% | -36.0% |
| 3Y | +4.3% | +67.3% | -63.0% | -13.7% |
| 5Y | +15.0% | +45.3% | -30.3% | -1.6% |
| 10Y | +214.7% | +101.8% | +112.9% | +141.9% |
| All | +214.7% | +102.9% | +111.7% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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