-34.7%
ROL vs GFI
+6.9%
-41.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.6% | +2.4% |
| 7D | +14.6% | +1.4% | +13.1% | +14.4% |
| 30D | +29.3% | +3.0% | +26.3% | +28.9% |
| 3M | +2.0% | +10.2% | -8.2% | +0.8% |
| 6M | -28.5% | -10.1% | -18.5% | -28.5% |
| YTD | -35.3% | -11.4% | -23.9% | -34.9% |
| 1Y | -34.7% | +8.4% | -43.1% | -34.8% |
| All | -34.7% | +6.9% | -41.6% | -34.8% |
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