+739.4%
GLD vs ROP
+1,629.3%
-889.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.7% |
| 7D | +4.7% | +2.1% | +2.6% | +4.7% |
| 30D | -0.9% | +32.9% | -33.8% | -1.5% |
| 3M | -4.4% | +20.0% | -24.4% | -4.8% |
| 6M | -13.6% | +36.4% | -50.0% | -14.2% |
| YTD | -6.0% | +7.8% | -13.8% | -6.1% |
| 1Y | +1.8% | +8.0% | -6.2% | +1.6% |
| 3Y | +103.2% | -3.5% | +106.7% | +103.4% |
| 5Y | +119.3% | +1.5% | +117.9% | +118.9% |
| 10Y | +199.5% | +198.5% | +1.0% | +189.9% |
| All | +739.4% | +1,629.3% | -889.9% | +618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling