+0.1%
ROL vs GFI
+287.6%
-287.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | -3.2% | -4.9% | +1.7% | -2.9% |
| 30D | -4.9% | +10.7% | -15.6% | -5.5% |
| 3M | -25.8% | +25.6% | -51.5% | -26.9% |
| 6M | -37.6% | -8.3% | -29.3% | -37.5% |
| YTD | -41.5% | +6.3% | -47.8% | -42.0% |
| 1Y | -39.5% | +22.1% | -61.6% | -40.7% |
| 3Y | +0.1% | +289.2% | -289.1% | -8.6% |
| All | +0.1% | +287.6% | -287.5% | -8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling