+116.3%
GLD vs ROIV
+287.3%
-171.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | +1.8% |
| 7D | +4.9% | +13.3% | -8.4% | +4.6% |
| 30D | -1.3% | +14.8% | -16.1% | -1.7% |
| 3M | -4.8% | +11.9% | -16.7% | -5.1% |
| 6M | -12.5% | +42.4% | -54.9% | -13.4% |
| YTD | -4.2% | +87.4% | -91.7% | -5.8% |
| 1Y | +3.0% | +97.2% | -94.2% | +1.3% |
| 3Y | +109.1% | +375.7% | -266.6% | +103.2% |
| 5Y | +121.6% | +379.0% | -257.5% | +113.2% |
| All | +116.3% | +287.3% | -171.1% | +109.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling