+6.2%
ROL vs GLDM
+105.8%
-99.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.1% | +0.9% |
| 7D | +11.7% | +1.9% | +9.8% | +11.5% |
| 30D | +27.7% | -1.7% | +29.4% | +27.8% |
| 3M | +3.7% | -3.5% | +7.2% | +3.8% |
| 6M | -27.8% | -10.1% | -17.7% | -27.0% |
| YTD | -34.7% | -5.0% | -29.6% | -34.9% |
| 1Y | -34.1% | +2.8% | -36.9% | -35.3% |
| All | +6.2% | +105.8% | -99.6% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling