+8,798.6%
ROL vs GFI
+685.3%
+8,113.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.5% |
| 7D | -3.4% | +5.7% | -9.1% | -3.6% |
| 30D | -6.9% | +15.6% | -22.5% | -7.5% |
| 3M | -24.6% | +31.5% | -56.1% | -25.5% |
| 6M | -39.5% | -3.7% | -35.8% | -39.6% |
| YTD | -41.1% | +11.2% | -52.3% | -41.6% |
| 1Y | -37.9% | +36.4% | -74.3% | -39.0% |
| 3Y | +0.8% | +313.5% | -312.7% | -5.5% |
| 5Y | -4.7% | +528.0% | -532.7% | -12.5% |
| 10Y | +207.9% | +1,021.4% | -813.6% | +172.5% |
| All | +8,798.6% | +685.3% | +8,113.3% | +7,749.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling