+135.5%
GLDM vs ROIV
+232.7%
-97.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.5% | -2.4% | -0.9% |
| 7D | -0.5% | +0.6% | -1.2% | -0.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.4% |
| 3M | -1.1% | +18.3% | -19.3% | -1.5% |
| 6M | -13.7% | +18.3% | -32.0% | -14.1% |
| YTD | +2.8% | +61.0% | -58.2% | +1.6% |
| 1Y | +24.8% | +177.9% | -153.0% | +22.5% |
| 3Y | +127.8% | +199.1% | -71.2% | +122.9% |
| 5Y | +141.1% | +250.7% | -109.6% | +131.3% |
| All | +135.5% | +232.7% | -97.2% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling