+9,030.3%
ROL vs GWW
+14,492.5%
-5,462.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -1.9% |
| 30D | -4.1% | +3.3% | -7.4% | -5.1% |
| 3M | -22.5% | +2.9% | -25.4% | -23.5% |
| 6M | -37.7% | +15.8% | -53.4% | -40.9% |
| YTD | -39.6% | +32.0% | -71.6% | -45.2% |
| 1Y | -36.0% | +29.9% | -65.9% | -41.7% |
| 3Y | -5.1% | +91.1% | -96.2% | -25.1% |
| 5Y | -3.4% | +223.9% | -227.3% | -36.7% |
| 10Y | +215.2% | +567.0% | -351.8% | +54.2% |
| All | +9,030.3% | +14,492.5% | -5,462.3% | +1,955.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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