+85.5%
ROL vs GLDM
+225.0%
-139.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +1.8% |
| 7D | +7.5% | +5.0% | +2.5% | +6.8% |
| 30D | +21.1% | -1.3% | +22.4% | +21.3% |
| 3M | +3.1% | -4.7% | +7.9% | +3.6% |
| 6M | -27.4% | -12.4% | -15.0% | -26.2% |
| YTD | -34.7% | -4.1% | -30.7% | -34.9% |
| 1Y | -32.9% | +3.3% | -36.3% | -34.0% |
| 3Y | +6.1% | +110.9% | -104.8% | -8.5% |
| 5Y | +16.3% | +124.8% | -108.4% | -1.5% |
| All | +85.5% | +225.0% | -139.5% | +70.4% |
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