-5.1%
ROL vs GFI
+515.1%
-520.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.9% | +2.9% | +0.3% |
| 7D | -3.2% | -5.1% | +1.9% | -2.9% |
| 30D | -6.6% | +13.4% | -20.1% | -7.5% |
| 3M | -27.3% | +36.2% | -63.5% | -29.1% |
| 6M | -38.1% | -9.8% | -28.3% | -38.0% |
| YTD | -41.8% | +7.7% | -49.4% | -42.6% |
| 1Y | -37.8% | +27.2% | -65.0% | -39.7% |
| 3Y | -0.3% | +300.3% | -300.6% | -13.3% |
| 5Y | -5.1% | +539.8% | -544.8% | -20.0% |
| All | -5.1% | +515.1% | -520.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling