+118.6%
GLD vs ROL
+13.1%
+105.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | +4.7% | +9.5% | -4.8% | +4.0% |
| 30D | -0.9% | +22.9% | -23.8% | -2.5% |
| 3M | -4.4% | +3.5% | -7.9% | -4.6% |
| 6M | -13.6% | -29.4% | +15.8% | -10.9% |
| YTD | -6.0% | -36.1% | +30.0% | -2.2% |
| 1Y | +1.8% | -34.4% | +36.1% | +5.6% |
| 3Y | +103.2% | +4.0% | +99.2% | +102.8% |
| All | +118.6% | +13.1% | +105.4% | +116.4% |
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