+103.4%
GLD vs ROL
+13.5%
+90.0%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.4% | -2.7% |
| 7D | -5.5% | -1.7% | -3.8% | -5.4% |
| 30D | -7.0% | +18.5% | -25.5% | -8.2% |
| 3M | -12.4% | +4.3% | -16.7% | -12.6% |
| 6M | -18.0% | -27.7% | +9.7% | -15.6% |
| YTD | -10.5% | -35.8% | +25.3% | -6.9% |
| 1Y | -8.1% | -34.1% | +26.0% | -4.6% |
| 3Y | +97.7% | +2.9% | +94.8% | +97.5% |
| 5Y | +103.4% | +12.7% | +90.7% | +101.2% |
| All | +103.4% | +13.5% | +90.0% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling