-3.9%
GLD vs ROL
-33.3%
+29.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.3% | -1.1% |
| 7D | -2.0% | +0.8% | -2.7% | -2.0% |
| 30D | -4.4% | +20.6% | -25.0% | -5.1% |
| 3M | -8.9% | +4.5% | -13.4% | -8.6% |
| 6M | -16.0% | -26.5% | +10.5% | -12.5% |
| YTD | -7.9% | -34.8% | +27.0% | -1.1% |
| 1Y | -3.9% | -33.2% | +29.3% | +3.2% |
| All | -3.9% | -33.3% | +29.5% | +3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling