+2.8%
GLD vs ROIV
+97.8%
-95.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +3.0% |
| 7D | -0.3% | +3.0% | -3.3% | -0.6% |
| 30D | -1.9% | +6.8% | -8.7% | -2.6% |
| 3M | -0.4% | +10.5% | -11.0% | -1.8% |
| 6M | -10.2% | +34.8% | -45.0% | -14.1% |
| YTD | -6.0% | +76.2% | -82.2% | -13.6% |
| 1Y | +2.8% | +92.4% | -89.6% | -7.1% |
| All | +2.8% | +97.8% | -95.0% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 1y: compounded portfolio wealth divided by compounded ROIV 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…
1y analysis · Full analysis span regression · 6 months rolling