+9,562.4%
ROL vs GSK
+1,721.8%
+7,840.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +9.5% | +1.7% | +7.8% | +9.0% |
| 30D | +22.9% | +7.0% | +15.9% | +20.7% |
| 3M | +3.5% | -2.7% | +6.2% | +4.2% |
| 6M | -29.4% | +1.4% | -30.8% | -29.8% |
| YTD | -36.1% | +5.3% | -41.4% | -37.3% |
| 1Y | -34.4% | +10.6% | -45.0% | -36.5% |
| 3Y | +4.0% | +62.6% | -58.6% | -10.7% |
| 5Y | +13.2% | +41.7% | -28.5% | -0.2% |
| 10Y | +219.7% | +104.7% | +114.9% | +152.1% |
| All | +9,562.4% | +1,721.8% | +7,840.6% | +5,235.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling