+15.0%
ROL vs GFS
-30.9%
+45.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.4% | -5.3% | +8.7% | +3.7% |
| 30D | +20.8% | -15.8% | +36.6% | +21.8% |
| 3M | +3.7% | -18.6% | +22.4% | +4.8% |
| 6M | -27.7% | -45.0% | +17.3% | -25.4% |
| YTD | -34.9% | +16.8% | -51.7% | -37.7% |
| 1Y | -33.3% | +17.8% | -51.1% | -36.2% |
| 3Y | +4.3% | -21.5% | +25.9% | +1.8% |
| 5Y | +15.0% | -29.3% | +44.3% | +6.5% |
| All | +15.0% | -30.9% | +45.9% | +6.5% |
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