+9.6%
ROL vs GTLB
-49.8%
+59.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -1.7% | -3.5% | +1.8% | -1.6% |
| 30D | +18.5% | -9.0% | +27.5% | +18.9% |
| 3M | +4.3% | +15.9% | -11.5% | +3.7% |
| 6M | -27.7% | +104.9% | -132.6% | -29.8% |
| YTD | -35.8% | +26.0% | -61.8% | -36.6% |
| 1Y | -34.1% | +1.8% | -35.9% | -34.4% |
| 3Y | +2.9% | +6.0% | -3.0% | +0.7% |
| 5Y | +12.7% | -62.2% | +74.9% | +15.9% |
| All | +9.6% | -49.8% | +59.4% | +10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling