+129.7%
GLDM vs ROIV
+200.3%
-70.7%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -1.0% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | +18.3% | -19.3% | -2.3% |
| 6M | -13.7% | +18.3% | -32.0% | -14.9% |
| YTD | +2.8% | +61.0% | -58.2% | -0.7% |
| 1Y | +24.8% | +177.9% | -153.0% | +17.7% |
| All | +129.7% | +200.3% | -70.7% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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