+816.6%
GLD vs ROK
+1,397.5%
-580.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.9% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +4.4% | -3.3% | +7.7% | +4.5% |
| 3M | -1.1% | -5.9% | +4.8% | -1.0% |
| 6M | -13.8% | +13.9% | -27.6% | -14.1% |
| YTD | +2.6% | +12.6% | -9.9% | +2.3% |
| 1Y | +24.5% | +28.6% | -4.1% | +23.8% |
| 3Y | +125.8% | +45.1% | +80.7% | +123.5% |
| 5Y | +137.8% | +45.6% | +92.2% | +134.7% |
| 10Y | +221.4% | +345.0% | -123.7% | +209.0% |
| All | +816.6% | +1,397.5% | -580.9% | +718.8% |
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