+816.6%
GLD vs ROL
+2,075.2%
-1,258.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.8% |
| 7D | -0.5% | -1.4% | +0.9% | -0.5% |
| 30D | +4.4% | -4.1% | +8.5% | +4.4% |
| 3M | -1.1% | -22.5% | +21.4% | -1.0% |
| 6M | -13.8% | -37.7% | +23.9% | -13.6% |
| YTD | +2.6% | -39.6% | +42.2% | +2.9% |
| 1Y | +24.5% | -36.0% | +60.5% | +24.8% |
| 3Y | +125.8% | -5.1% | +131.0% | +126.5% |
| 5Y | +137.8% | -3.4% | +141.2% | +138.6% |
| 10Y | +221.4% | +215.2% | +6.1% | +232.0% |
| All | +816.6% | +2,075.2% | -1,258.7% | +907.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling