+739.4%
GLD vs ROST
+3,997.8%
-3,258.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.8% |
| 7D | +4.7% | +1.2% | +3.5% | +4.7% |
| 30D | -0.9% | +2.5% | -3.4% | -0.9% |
| 3M | -4.4% | -9.0% | +4.6% | -4.5% |
| 6M | -13.6% | +1.3% | -14.9% | -13.5% |
| YTD | -6.0% | +29.1% | -35.1% | -5.7% |
| 1Y | +1.8% | +45.4% | -43.7% | +2.2% |
| 3Y | +103.2% | +94.9% | +8.3% | +104.8% |
| 5Y | +119.3% | +104.0% | +15.3% | +121.5% |
| 10Y | +199.5% | +314.8% | -115.3% | +209.2% |
| All | +739.4% | +3,997.8% | -3,258.4% | +812.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling