+85.2%
ROL vs GLDM
+212.7%
-127.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | +0.8% | -2.0% | +2.7% | +1.0% |
| 30D | +20.6% | -4.4% | +25.0% | +21.2% |
| 3M | +4.5% | -8.8% | +13.3% | +5.6% |
| 6M | -26.5% | -15.9% | -10.6% | -24.9% |
| YTD | -34.8% | -7.7% | -27.2% | -34.7% |
| 1Y | -33.2% | -3.6% | -29.6% | -33.5% |
| 3Y | +4.5% | +105.2% | -100.8% | -9.7% |
| 5Y | +15.5% | +112.8% | -97.2% | -1.4% |
| All | +85.2% | +212.7% | -127.6% | +70.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling