+755.2%
GLD vs ROK
+1,244.1%
-488.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.1% |
| 3M | -4.8% | -11.4% | +6.7% | -4.5% |
| 6M | -12.5% | -13.7% | +1.2% | -12.2% |
| YTD | -4.2% | +1.0% | -5.3% | -4.3% |
| 1Y | +3.0% | +5.6% | -2.6% | +2.9% |
| 3Y | +109.1% | +59.1% | +50.0% | +106.8% |
| 5Y | +121.6% | +26.1% | +95.4% | +119.4% |
| 10Y | +212.2% | +266.4% | -54.2% | +201.8% |
| All | +755.2% | +1,244.1% | -488.9% | +666.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling