+213.3%
GLD vs ROK
+342.8%
-129.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.7% |
| 7D | +0.7% | +2.8% | -2.0% | +0.7% |
| 30D | +0.3% | -2.4% | +2.7% | +0.4% |
| 3M | +0.6% | -4.7% | +5.3% | +0.7% |
| 6M | -15.6% | +16.8% | -32.3% | -15.8% |
| YTD | +0.9% | +11.4% | -10.5% | +0.7% |
| 1Y | +19.4% | +26.2% | -6.8% | +19.1% |
| 3Y | +124.5% | +51.9% | +72.6% | +123.3% |
| 5Y | +138.9% | +46.4% | +92.6% | +136.5% |
| 10Y | +213.3% | +343.5% | -130.2% | +226.3% |
| All | +213.3% | +342.8% | -129.5% | +226.3% |
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 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