-36.0%
ROL vs GTLB
+14.4%
-50.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | -1.4% | +11.1% | -12.5% | -1.3% |
| 30D | -4.1% | +37.8% | -41.9% | -3.8% |
| 3M | -22.5% | +61.6% | -84.1% | -22.2% |
| 6M | -37.7% | +98.9% | -136.6% | -36.9% |
| YTD | -39.6% | +32.8% | -72.3% | -39.0% |
| 1Y | -36.0% | +14.7% | -50.7% | -35.8% |
| All | -36.0% | +14.4% | -50.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling