+16.0%
ROL vs GTLB
-62.5%
+78.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.5% |
| 7D | +3.0% | -0.7% | +3.7% | +3.0% |
| 30D | +19.8% | -10.2% | +30.0% | +20.2% |
| 3M | +7.9% | +10.1% | -2.2% | +7.4% |
| 6M | -25.6% | +116.5% | -142.1% | -27.9% |
| YTD | -34.1% | +27.2% | -61.3% | -35.0% |
| 1Y | -31.4% | +8.6% | -39.9% | -31.9% |
| 3Y | +4.7% | +5.6% | -0.9% | +2.5% |
| All | +16.0% | -62.5% | +78.5% | +21.7% |
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