+9,030.3%
ROL vs GSK
+1,705.8%
+7,324.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.9% |
| 7D | -1.4% | -1.8% | +0.4% | -1.0% |
| 30D | -4.1% | -2.2% | -1.9% | -3.6% |
| 3M | -22.5% | -1.8% | -20.7% | -22.3% |
| 6M | -37.7% | -10.6% | -27.0% | -36.0% |
| YTD | -39.6% | +4.4% | -44.0% | -40.6% |
| 1Y | -36.0% | +30.4% | -66.4% | -40.9% |
| 3Y | -5.1% | +60.1% | -65.2% | -18.1% |
| 5Y | -3.4% | +46.8% | -50.2% | -15.7% |
| 10Y | +215.2% | +79.2% | +136.0% | +157.4% |
| All | +9,030.3% | +1,705.8% | +7,324.4% | +4,957.2% |
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