+0.8%
ROL vs GTLB
-8.4%
+9.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.8% | -2.5% |
| 7D | -3.4% | +4.6% | -8.0% | -3.5% |
| 30D | -6.9% | +21.0% | -27.9% | -7.2% |
| 3M | -24.6% | +51.7% | -76.3% | -25.1% |
| 6M | -39.5% | +89.3% | -128.8% | -40.2% |
| YTD | -41.1% | +25.6% | -66.7% | -41.2% |
| 1Y | -37.9% | -1.5% | -36.4% | -37.8% |
| 3Y | +0.8% | -9.9% | +10.7% | -0.2% |
| All | +0.8% | -8.4% | +9.2% | -0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling