-36.0%
ROL vs GFI
+45.3%
-81.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.5% |
| 7D | -1.4% | +3.1% | -4.6% | -1.6% |
| 30D | -4.1% | +27.1% | -31.2% | -5.3% |
| 3M | -22.5% | +21.2% | -43.7% | -23.3% |
| 6M | -37.7% | -4.5% | -33.2% | -37.8% |
| YTD | -39.6% | +11.7% | -51.3% | -39.6% |
| 1Y | -36.0% | +46.0% | -82.1% | -36.8% |
| All | -36.0% | +45.3% | -81.3% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling