+184.7%
ROK vs GLDM
+204.0%
-19.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | -0.1% |
| 7D | +6.1% | -5.5% | +11.6% | +6.9% |
| 30D | -6.5% | -7.0% | +0.5% | -5.6% |
| 3M | -10.2% | -12.3% | +2.1% | -8.7% |
| 6M | -10.6% | -17.9% | +7.3% | -8.5% |
| YTD | +4.9% | -10.3% | +15.2% | +6.8% |
| 1Y | +3.8% | -7.8% | +11.6% | +5.5% |
| 3Y | +63.5% | +99.5% | -36.0% | +55.9% |
| 5Y | +30.9% | +106.5% | -75.5% | +22.9% |
| All | +184.7% | +204.0% | -19.3% | +200.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling