+96.6%
GLD vs ROL
+3.2%
+93.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.7% |
| 7D | -5.5% | -1.7% | -3.8% | -5.3% |
| 30D | -7.0% | +18.5% | -25.5% | -8.3% |
| 3M | -12.4% | +4.3% | -16.7% | -12.5% |
| 6M | -18.0% | -27.7% | +9.7% | -14.8% |
| YTD | -10.5% | -35.8% | +25.3% | -5.6% |
| 1Y | -8.1% | -34.1% | +26.0% | -3.4% |
| All | +96.6% | +3.2% | +93.4% | +90.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling