-4.7%
ROL vs IAU
+139.7%
-144.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.7% | -0.8% | -2.3% |
| 7D | -3.4% | +0.7% | -4.2% | -3.5% |
| 30D | -6.9% | +0.3% | -7.3% | -7.1% |
| 3M | -24.6% | +0.7% | -25.3% | -24.7% |
| 6M | -39.5% | -15.5% | -24.0% | -38.0% |
| YTD | -41.1% | +1.0% | -42.1% | -41.7% |
| 1Y | -37.9% | +19.6% | -57.5% | -40.9% |
| 3Y | +0.8% | +125.4% | -124.7% | -17.2% |
| 5Y | -4.7% | +140.7% | -145.4% | -25.1% |
| All | -4.7% | +139.7% | -144.4% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 5y: compounded portfolio wealth divided by compounded IAU 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…
5y analysis · Full analysis span regression · 6 months rolling