+11.4%
ROL vs GGLL
+188.6%
-177.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.1% |
| 7D | +9.5% | +3.1% | +6.4% | +9.4% |
| 30D | +22.9% | -36.3% | +59.3% | +24.3% |
| 3M | +3.5% | -40.4% | +43.9% | +4.9% |
| 6M | -29.4% | -54.6% | +25.2% | -28.0% |
| YTD | -36.1% | -31.1% | -4.9% | -35.7% |
| 1Y | -34.4% | -19.2% | -15.2% | -34.4% |
| 3Y | +4.0% | +151.5% | -147.5% | -1.2% |
| All | +11.4% | +188.6% | -177.3% | +4.0% |
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