+214.7%
ROL vs GAP
+12.0%
+202.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | +3.4% | -0.1% | +3.5% | +3.4% |
| 30D | +20.8% | -5.4% | +26.2% | +21.3% |
| 3M | +3.7% | +2.9% | +0.8% | +3.3% |
| 6M | -27.7% | -4.4% | -23.2% | -27.7% |
| YTD | -34.9% | -11.6% | -23.3% | -34.7% |
| 1Y | -33.3% | -6.0% | -27.3% | -33.5% |
| 3Y | +4.3% | +78.0% | -73.7% | -5.5% |
| 5Y | +15.0% | +8.5% | +6.5% | +6.0% |
| 10Y | +214.7% | +8.6% | +206.1% | +158.2% |
| All | +214.7% | +12.0% | +202.7% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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