+4.3%
ROL vs GFS
-20.2%
+24.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.4% | -5.3% | +8.7% | +3.5% |
| 30D | +20.8% | -15.8% | +36.6% | +21.2% |
| 3M | +3.7% | -18.6% | +22.4% | +4.2% |
| 6M | -27.7% | -45.0% | +17.3% | -26.6% |
| YTD | -34.9% | +16.8% | -51.7% | -37.3% |
| 1Y | -33.3% | +17.8% | -51.1% | -35.9% |
| 3Y | +4.3% | -21.5% | +25.9% | +2.2% |
| All | +4.3% | -20.2% | +24.5% | +2.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling