+128.5%
GLD vs ROST
+97.0%
+31.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.8% |
| 7D | -0.5% | +0.9% | -1.5% | -0.6% |
| 30D | +4.4% | -8.9% | +13.3% | +4.8% |
| 3M | -1.1% | -0.8% | -0.3% | -1.1% |
| 6M | -13.8% | +8.5% | -22.3% | -14.0% |
| YTD | +2.6% | +28.6% | -25.9% | +2.1% |
| 1Y | +24.5% | +52.3% | -27.8% | +23.4% |
| All | +128.5% | +97.0% | +31.5% | +127.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling