+217.1%
GLD vs ROL
+213.5%
+3.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -0.5% | -1.4% | +0.9% | -0.4% |
| 30D | +4.4% | -4.1% | +8.5% | +4.6% |
| 3M | -1.1% | -22.5% | +21.4% | +0.3% |
| 6M | -13.8% | -37.7% | +23.9% | -11.5% |
| YTD | +2.6% | -39.6% | +42.2% | +5.5% |
| 1Y | +24.5% | -36.0% | +60.5% | +27.6% |
| 3Y | +125.8% | -5.1% | +131.0% | +126.7% |
| 5Y | +137.8% | -3.4% | +141.2% | +137.9% |
| All | +217.1% | +213.5% | +3.6% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 10y: compounded portfolio wealth divided by compounded ROL 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…
10y analysis · Full analysis span regression · 6 months rolling