+732.3%
GLD vs ROK
+1,271.0%
-538.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.0% | -4.7% | -2.7% |
| 7D | +2.8% | -11.0% | +13.8% | +3.1% |
| 30D | -4.0% | -8.2% | +4.2% | -3.8% |
| 3M | -8.2% | -8.5% | +0.2% | -8.1% |
| 6M | -14.8% | -12.0% | -2.9% | -14.6% |
| YTD | -6.8% | +3.1% | -9.9% | -6.9% |
| 1Y | -2.4% | +2.9% | -5.3% | -2.5% |
| 3Y | +105.8% | +60.7% | +45.1% | +103.4% |
| 5Y | +113.3% | +29.5% | +83.8% | +111.1% |
| 10Y | +208.4% | +262.6% | -54.2% | +198.2% |
| All | +732.3% | +1,271.0% | -538.7% | +645.0% |
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