+21.8%
ROK vs GLDM
+121.8%
-100.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.2% |
| 7D | -13.8% | +4.7% | -18.5% | -14.7% |
| 30D | -14.9% | -0.9% | -14.1% | -14.8% |
| 3M | -14.7% | -4.3% | -10.4% | -14.0% |
| 6M | -17.7% | -13.4% | -4.3% | -15.4% |
| YTD | -2.5% | -5.8% | +3.3% | -1.1% |
| 1Y | +2.3% | +2.1% | +0.2% | +2.5% |
| 3Y | +52.7% | +105.0% | -52.3% | +29.1% |
| All | +21.8% | +121.8% | -100.0% | -5.8% |
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