+193.8%
ROST vs GLDM
+204.4%
-10.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | +0.3% | -4.6% | +4.9% | +0.5% |
| 30D | +0.5% | -5.5% | +5.9% | +0.7% |
| 3M | -5.2% | -10.9% | +5.6% | -4.8% |
| 6M | +9.8% | -17.3% | +27.2% | +10.6% |
| YTD | +29.4% | -10.2% | +39.5% | +29.9% |
| 1Y | +44.4% | -6.9% | +51.3% | +44.8% |
| 3Y | +95.0% | +98.7% | -3.7% | +90.4% |
| 5Y | +111.9% | +106.7% | +5.1% | +104.1% |
| All | +193.8% | +204.4% | -10.6% | +217.9% |
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