+108.1%
GLD vs ROIV
+298.6%
-190.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.6% | -2.7% | -1.2% |
| 7D | -2.0% | +9.5% | -11.4% | -2.2% |
| 30D | -4.4% | +21.0% | -25.4% | -4.9% |
| 3M | -8.9% | +18.7% | -27.6% | -9.4% |
| 6M | -16.0% | +44.5% | -60.5% | -16.9% |
| YTD | -7.9% | +92.9% | -100.7% | -9.4% |
| 1Y | -3.9% | +100.2% | -104.1% | -5.5% |
| 3Y | +103.4% | +375.0% | -271.6% | +97.6% |
| 5Y | +109.7% | +435.2% | -325.4% | +101.9% |
| All | +108.1% | +298.6% | -190.5% | +101.1% |
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 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