+103.4%
GLD vs ROP
+2.3%
+101.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.9% | -2.8% |
| 7D | -5.5% | -2.7% | -2.8% | -5.5% |
| 30D | -7.0% | +29.7% | -36.7% | -7.4% |
| 3M | -12.4% | +21.2% | -33.6% | -12.5% |
| 6M | -18.0% | +48.3% | -66.3% | -18.6% |
| YTD | -10.5% | +8.4% | -18.8% | -9.6% |
| 1Y | -8.1% | +6.0% | -14.1% | -7.0% |
| 3Y | +97.7% | -5.6% | +103.3% | +101.2% |
| 5Y | +103.4% | +1.3% | +102.2% | +104.7% |
| All | +103.4% | +2.3% | +101.1% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling