+61.0%
ROK vs GLDM
+99.9%
-38.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.5% |
| 7D | +7.1% | -4.6% | +11.7% | +8.1% |
| 30D | -5.0% | -5.5% | +0.5% | -3.9% |
| 3M | -9.4% | -10.9% | +1.5% | -7.4% |
| 6M | -11.0% | -17.3% | +6.3% | -7.9% |
| YTD | +4.4% | -10.2% | +14.6% | +7.5% |
| 1Y | +7.4% | -6.9% | +14.4% | +10.3% |
| 3Y | +61.0% | +98.7% | -37.7% | +28.2% |
| All | +61.0% | +99.9% | -38.9% | +28.2% |
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