+205.5%
ROK vs GLDM
+248.1%
-42.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.4% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -3.3% | +4.4% | -7.7% | -3.9% |
| 3M | -5.9% | -1.1% | -4.8% | -5.9% |
| 6M | +13.9% | -13.7% | +27.5% | +15.3% |
| YTD | +12.6% | +2.8% | +9.8% | +12.6% |
| 1Y | +28.6% | +24.8% | +3.7% | +27.2% |
| 3Y | +45.1% | +127.8% | -82.7% | +36.0% |
| 5Y | +45.6% | +141.1% | -95.6% | +34.4% |
| All | +205.5% | +248.1% | -42.6% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling