+117.6%
GLDM vs ROIV
+248.8%
-131.2%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.1% | +1.0% |
| 7D | +1.9% | -2.4% | +4.3% | +1.9% |
| 30D | -1.7% | +3.1% | -4.8% | -1.8% |
| 3M | -3.5% | +5.8% | -9.4% | -3.7% |
| 6M | -10.1% | +29.3% | -39.4% | -10.7% |
| YTD | -5.0% | +68.8% | -73.8% | -6.3% |
| 1Y | +2.8% | +81.0% | -78.2% | +1.3% |
| 3Y | +105.1% | +294.6% | -189.5% | +100.1% |
| 5Y | +124.3% | +373.1% | -248.8% | +116.8% |
| All | +117.6% | +248.8% | -131.2% | +110.7% |
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