+206.6%
ROL vs GFI
+1,093.3%
-886.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -3.2% | -2.7% | -0.5% | -3.0% |
| 30D | -4.9% | +13.2% | -18.1% | -5.5% |
| 3M | -25.8% | +28.5% | -54.3% | -26.7% |
| 6M | -37.6% | -6.2% | -31.4% | -37.6% |
| YTD | -41.5% | +8.7% | -50.2% | -42.0% |
| 1Y | -39.5% | +24.8% | -64.3% | -40.5% |
| 3Y | +0.1% | +298.0% | -297.9% | -6.6% |
| 5Y | -4.6% | +546.0% | -550.6% | -12.6% |
| All | +206.6% | +1,093.3% | -886.8% | +199.3% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling