+6.1%
ROL vs GFS
-2.1%
+8.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.3% |
| 7D | -3.3% | +4.5% | -7.8% | -3.6% |
| 30D | -7.2% | -8.2% | +1.0% | -6.7% |
| 3M | -27.0% | -38.9% | +11.9% | -24.8% |
| 6M | -39.5% | -2.9% | -36.6% | -40.5% |
| YTD | -41.8% | +31.8% | -73.6% | -44.5% |
| 1Y | -38.9% | +43.1% | -82.0% | -42.2% |
| 3Y | -0.4% | -20.6% | +20.3% | -2.1% |
| All | +6.1% | -2.1% | +8.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling