+2.8%
GLD vs ROK
+25.3%
-22.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.6% | +4.2% | +3.8% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -1.9% | -2.5% | +0.6% | -1.2% |
| 3M | -0.4% | 0.0% | -0.5% | -0.5% |
| 6M | -10.2% | +11.6% | -21.7% | -13.6% |
| YTD | -6.0% | +15.2% | -21.2% | -10.4% |
| 1Y | +2.8% | +25.0% | -22.2% | -4.3% |
| All | +2.8% | +25.3% | -22.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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