+3.8%
ROK vs GLDM
-6.3%
+10.2%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.3% | +0.3% |
| 7D | +6.1% | -5.5% | +11.6% | +7.8% |
| 30D | -6.5% | -7.0% | +0.5% | -4.6% |
| 3M | -10.2% | -12.3% | +2.1% | -6.8% |
| 6M | -10.6% | -17.9% | +7.3% | -5.6% |
| YTD | +4.9% | -10.3% | +15.2% | +7.6% |
| 1Y | +3.8% | -7.8% | +11.6% | +4.1% |
| All | +3.8% | -6.3% | +10.2% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling