+212.2%
GLD vs ROK
+277.6%
-65.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.8% |
| 7D | +4.9% | -11.5% | +16.5% | +5.3% |
| 30D | -1.3% | -10.0% | +8.7% | -1.0% |
| 3M | -4.8% | -11.4% | +6.7% | -4.4% |
| 6M | -12.5% | -13.7% | +1.2% | -12.2% |
| YTD | -4.2% | +1.0% | -5.3% | -4.2% |
| 1Y | +3.0% | +5.6% | -2.6% | +3.1% |
| 3Y | +109.1% | +59.1% | +50.0% | +108.4% |
| 5Y | +121.6% | +26.1% | +95.4% | +119.6% |
| 10Y | +212.2% | +266.4% | -54.2% | +235.6% |
| All | +212.2% | +277.6% | -65.4% | +235.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling