+127.7%
GLD vs ROP
-16.7%
+144.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.6% | +2.7% | -0.9% |
| 7D | -0.5% | -4.4% | +3.9% | -0.6% |
| 30D | +4.4% | +3.2% | +1.2% | +4.5% |
| 3M | -1.1% | +23.1% | -24.2% | -0.4% |
| 6M | -13.8% | +13.3% | -27.1% | -13.2% |
| YTD | +2.6% | -7.9% | +10.5% | +4.0% |
| 1Y | +24.5% | -22.1% | +46.6% | +27.9% |
| All | +127.7% | -16.7% | +144.4% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling