+205.0%
GLD vs ROL
+216.1%
-11.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.7% |
| 7D | +4.7% | +9.5% | -4.8% | +4.2% |
| 30D | -0.9% | +22.9% | -23.8% | -2.0% |
| 3M | -4.4% | +3.5% | -7.9% | -4.6% |
| 6M | -13.6% | -29.4% | +15.8% | -11.9% |
| YTD | -6.0% | -36.1% | +30.0% | -3.6% |
| 1Y | +1.8% | -34.4% | +36.1% | +4.2% |
| 3Y | +103.2% | +4.0% | +99.2% | +103.0% |
| 5Y | +119.3% | +13.2% | +106.1% | +118.0% |
| All | +205.0% | +216.1% | -11.2% | +194.6% |
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