+71.7%
ROL vs GLDM
+248.1%
-176.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.5% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | -4.1% | +4.4% | -8.5% | -4.7% |
| 3M | -22.5% | -1.1% | -21.4% | -22.5% |
| 6M | -37.7% | -13.7% | -24.0% | -36.4% |
| YTD | -39.6% | +2.8% | -42.3% | -40.2% |
| 1Y | -36.0% | +24.8% | -60.9% | -39.0% |
| 3Y | -5.1% | +127.8% | -133.0% | -19.1% |
| 5Y | -3.4% | +141.1% | -144.5% | -18.9% |
| All | +71.7% | +248.1% | -176.4% | +56.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling