+213.3%
GLD vs ROST
+303.5%
-90.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +0.3% | -10.0% | +10.3% | +0.4% |
| 3M | +0.6% | +1.2% | -0.6% | +0.6% |
| 6M | -15.6% | +8.9% | -24.5% | -15.7% |
| YTD | +0.9% | +28.1% | -27.2% | +0.6% |
| 1Y | +19.4% | +53.0% | -33.6% | +19.0% |
| 3Y | +124.5% | +97.9% | +26.6% | +123.1% |
| 5Y | +138.9% | +112.0% | +27.0% | +137.3% |
| 10Y | +213.3% | +303.0% | -89.7% | +212.4% |
| All | +213.3% | +303.5% | -90.2% | +212.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling