+103.2%
GLD vs ROK
+49.7%
+53.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.7% |
| 7D | +4.7% | -13.8% | +18.5% | +5.9% |
| 30D | -0.9% | -14.9% | +14.1% | +0.4% |
| 3M | -4.4% | -14.7% | +10.3% | -3.2% |
| 6M | -13.6% | -17.7% | +4.1% | -12.3% |
| YTD | -6.0% | -2.5% | -3.5% | -5.7% |
| 1Y | +1.8% | +2.3% | -0.5% | +2.0% |
| 3Y | +103.2% | +52.7% | +50.4% | +94.5% |
| All | +103.2% | +49.7% | +53.4% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling