+81.7%
ROL vs GLDM
+219.1%
-137.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.8% | -1.3% | -2.0% |
| 7D | +9.5% | +4.7% | +4.8% | +8.9% |
| 30D | +22.9% | -0.9% | +23.8% | +23.0% |
| 3M | +3.5% | -4.3% | +7.9% | +4.0% |
| 6M | -29.4% | -13.4% | -16.0% | -28.1% |
| YTD | -36.1% | -5.8% | -30.2% | -36.1% |
| 1Y | -34.4% | +2.1% | -36.4% | -35.3% |
| 3Y | +4.0% | +105.0% | -101.0% | -10.0% |
| 5Y | +13.2% | +122.5% | -109.3% | -4.0% |
| All | +81.7% | +219.1% | -137.4% | +67.3% |
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 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