+7.4%
ROL vs GFS
-3.9%
+11.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.5% |
| 7D | -3.4% | +2.6% | -6.1% | -3.6% |
| 30D | -6.9% | -16.4% | +9.5% | -5.9% |
| 3M | -24.6% | -41.6% | +17.0% | -22.1% |
| 6M | -39.5% | -3.7% | -35.9% | -40.5% |
| YTD | -41.1% | +29.3% | -70.4% | -43.7% |
| 1Y | -37.9% | +37.1% | -75.1% | -41.1% |
| 3Y | +0.8% | -22.1% | +22.9% | -0.8% |
| All | +7.4% | -3.9% | +11.3% | +1.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling