+2.8%
GLD vs ROST
+54.7%
-51.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.1% | -2.4% | +3.0% |
| 7D | -0.3% | +7.8% | -8.1% | -1.0% |
| 30D | -1.9% | +8.6% | -10.4% | -2.7% |
| 3M | -0.4% | -1.9% | +1.5% | -0.5% |
| 6M | -10.2% | +9.1% | -19.3% | -11.0% |
| YTD | -6.0% | +37.2% | -43.2% | -7.3% |
| 1Y | +2.8% | +52.7% | -49.9% | +1.3% |
| All | +2.8% | +54.7% | -51.9% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 1y: compounded portfolio wealth divided by compounded ROST 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…
1y analysis · Full analysis span regression · 6 months rolling