+10.2%
ROL vs GFS
-3.7%
+13.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | +0.3% |
| 7D | -1.4% | +1.0% | -2.4% | -1.5% |
| 30D | -4.1% | -8.6% | +4.5% | -3.6% |
| 3M | -22.5% | -46.5% | +24.0% | -19.4% |
| 6M | -37.7% | -4.8% | -32.8% | -38.6% |
| YTD | -39.6% | +29.7% | -69.2% | -42.3% |
| 1Y | -36.0% | +35.8% | -71.9% | -39.2% |
| 3Y | -5.1% | -18.3% | +13.2% | -7.2% |
| All | +10.2% | -3.7% | +13.9% | +3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling