+30.1%
ROK vs GLDM
+107.1%
-76.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| 6M | -11.0% | -17.3% | +6.3% | -7.7% |
| YTD | +4.4% | -10.2% | +14.6% | +6.9% |
| 1Y | +7.4% | -6.9% | +14.4% | +9.4% |
| 3Y | +61.0% | +98.7% | -37.7% | +36.6% |
| All | +30.1% | +107.1% | -76.9% | +2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling