+205.0%
GLD vs ROP
+196.0%
+9.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.8% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +32.9% | -33.8% | -1.0% |
| 3M | -4.4% | +20.3% | -24.7% | -4.4% |
| 6M | -13.6% | +36.8% | -50.3% | -13.6% |
| YTD | -6.0% | +8.1% | -14.1% | -5.7% |
| 1Y | +1.8% | +8.3% | -6.5% | +2.1% |
| 3Y | +103.2% | -3.2% | +106.4% | +104.4% |
| 5Y | +119.3% | +1.7% | +117.6% | +119.8% |
| All | +205.0% | +196.0% | +9.0% | +229.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling