+59.1%
ROK vs GLDM
+111.5%
-52.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.9% | +1.7% | +3.2% |
| 7D | -11.5% | +5.0% | -16.5% | -12.5% |
| 30D | -10.0% | -1.3% | -8.7% | -9.8% |
| 3M | -11.4% | -4.7% | -6.7% | -10.7% |
| 6M | -13.7% | -12.4% | -1.3% | -11.7% |
| YTD | +1.0% | -4.1% | +5.1% | +2.7% |
| 1Y | +5.6% | +3.3% | +2.3% | +6.8% |
| 3Y | +59.1% | +110.9% | -51.9% | +26.5% |
| All | +59.1% | +111.5% | -52.5% | +26.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling