+0.5%
ROL vs GTLB
-50.0%
+50.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.8% | -2.3% |
| 7D | -3.4% | +4.6% | -8.0% | -3.6% |
| 30D | -6.9% | +21.0% | -27.9% | -7.6% |
| 3M | -24.6% | +51.7% | -76.3% | -25.8% |
| 6M | -39.5% | +89.3% | -128.8% | -41.1% |
| YTD | -41.1% | +25.6% | -66.7% | -41.8% |
| 1Y | -37.9% | -1.5% | -36.4% | -38.2% |
| 3Y | +0.8% | -9.9% | +10.7% | -0.7% |
| All | +0.5% | -50.0% | +50.5% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling