+0.8%
ROL vs GFS
-20.2%
+21.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -3.4% | +2.6% | -6.1% | -3.5% |
| 30D | -6.9% | -16.4% | +9.5% | -6.3% |
| 3M | -24.6% | -41.6% | +17.0% | -23.3% |
| 6M | -39.5% | -3.7% | -35.9% | -40.6% |
| YTD | -41.1% | +29.3% | -70.4% | -43.3% |
| 1Y | -37.9% | +37.1% | -75.1% | -40.6% |
| 3Y | +0.8% | -22.1% | +22.9% | -1.4% |
| All | +0.8% | -20.2% | +21.0% | -1.4% |
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 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