+142.5%
GLD vs ROIV
+250.7%
-108.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.5% |
| 30D | +4.4% | +1.0% | +3.4% | +4.4% |
| 3M | -1.1% | +18.3% | -19.4% | -1.5% |
| 6M | -13.8% | +18.3% | -32.1% | -14.2% |
| YTD | +2.6% | +61.0% | -58.3% | +1.5% |
| 1Y | +24.5% | +177.9% | -153.4% | +22.2% |
| 3Y | +125.8% | +199.1% | -73.2% | +121.0% |
| All | +142.5% | +250.7% | -108.2% | +132.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling