+82.5%
ROL vs GLDM
+204.0%
-121.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -1.1% |
| 7D | -1.7% | -5.5% | +3.8% | -0.9% |
| 30D | +18.5% | -7.0% | +25.5% | +19.6% |
| 3M | +4.3% | -12.3% | +16.6% | +6.0% |
| 6M | -27.7% | -17.9% | -9.8% | -25.9% |
| YTD | -35.8% | -10.3% | -25.5% | -35.4% |
| 1Y | -34.1% | -7.8% | -26.3% | -34.0% |
| 3Y | +2.9% | +99.5% | -96.5% | -10.7% |
| 5Y | +12.7% | +106.5% | -93.7% | -3.5% |
| All | +82.5% | +204.0% | -121.5% | +69.1% |
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 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