+3.1%
ROL vs GTLB
-47.1%
+50.3%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.6% | +0.4% |
| 7D | -1.4% | +11.1% | -12.5% | -1.8% |
| 30D | -4.1% | +37.8% | -41.9% | -5.2% |
| 3M | -22.5% | +61.6% | -84.1% | -23.9% |
| 6M | -37.7% | +98.9% | -136.6% | -39.4% |
| YTD | -39.6% | +32.8% | -72.3% | -40.4% |
| 1Y | -36.0% | +14.7% | -50.7% | -36.6% |
| 3Y | -5.1% | +1.3% | -6.5% | -7.0% |
| All | +3.1% | -47.1% | +50.3% | +4.1% |
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