-2.4%
GLD vs ROIV
+104.3%
-106.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -4.0% | -2.8% |
| 7D | +2.8% | +14.3% | -11.5% | +1.4% |
| 30D | -4.0% | +16.2% | -20.2% | -5.5% |
| 3M | -8.2% | +15.1% | -23.4% | -9.8% |
| 6M | -14.8% | +44.2% | -59.1% | -19.0% |
| YTD | -6.8% | +89.8% | -96.6% | -14.7% |
| 1Y | -2.4% | +94.6% | -97.0% | -11.0% |
| All | -2.4% | +104.3% | -106.7% | -11.0% |
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