-33.2%
ROL vs GTLB
+3.7%
-36.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | +0.1% |
| 7D | +0.8% | -9.6% | +10.4% | +0.8% |
| 30D | +20.6% | -15.5% | +36.1% | +20.6% |
| 3M | +4.5% | +12.4% | -7.9% | +4.5% |
| 6M | -26.5% | +84.6% | -111.1% | -26.3% |
| YTD | -34.8% | +26.1% | -60.9% | -33.7% |
| 1Y | -33.2% | +1.7% | -34.9% | -31.6% |
| All | -33.2% | +3.7% | -36.9% | -31.6% |
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