-8.1%
GLD vs ROIV
+91.0%
-99.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.4% | +1.6% | -2.4% |
| 7D | -5.5% | +9.2% | -14.7% | -6.3% |
| 30D | -7.0% | +19.9% | -26.9% | -8.7% |
| 3M | -12.4% | +10.6% | -22.9% | -13.4% |
| 6M | -18.0% | +36.1% | -54.1% | -21.5% |
| YTD | -10.5% | +84.3% | -94.7% | -17.7% |
| 1Y | -8.1% | +87.6% | -95.6% | -15.6% |
| All | -8.1% | +91.0% | -99.0% | -15.6% |
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