+110.5%
GLD vs ROIV
+292.3%
-181.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.7% |
| 7D | +2.8% | +14.3% | -11.5% | +2.5% |
| 30D | -4.0% | +16.2% | -20.2% | -4.3% |
| 3M | -8.2% | +15.1% | -23.4% | -8.6% |
| 6M | -14.8% | +44.2% | -59.1% | -15.7% |
| YTD | -6.8% | +89.8% | -96.6% | -8.3% |
| 1Y | -2.4% | +94.6% | -97.0% | -4.0% |
| 3Y | +105.8% | +367.5% | -261.8% | +99.9% |
| 5Y | +113.3% | +421.4% | -308.1% | +105.4% |
| All | +110.5% | +292.3% | -181.8% | +103.5% |
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