+13.3%
ROL vs GGLL
+194.0%
-180.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +3.4% | +5.1% | -1.7% | +3.3% |
| 30D | +20.8% | -35.5% | +56.2% | +22.1% |
| 3M | +3.7% | -39.2% | +42.9% | +5.1% |
| 6M | -27.7% | -54.4% | +26.7% | -26.2% |
| YTD | -34.9% | -29.8% | -5.1% | -34.6% |
| 1Y | -33.3% | -20.4% | -12.9% | -33.3% |
| 3Y | +4.3% | +149.7% | -145.4% | -0.9% |
| All | +13.3% | +194.0% | -180.7% | +5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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