-7.2%
GLD vs ROK
+4.7%
-11.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -4.6% | +7.1% | -11.7% | -6.0% |
| 30D | -5.5% | -5.0% | -0.5% | -5.0% |
| 3M | -10.9% | -9.4% | -1.5% | -9.4% |
| 6M | -17.4% | -11.0% | -6.4% | -16.2% |
| YTD | -10.3% | +4.4% | -14.8% | -12.5% |
| 1Y | -7.2% | +7.4% | -14.6% | -9.6% |
| All | -7.2% | +4.7% | -11.8% | -9.6% |
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 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