+200.6%
ROST vs GLDM
+225.0%
-24.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.9% | +0.7% | +2.5% |
| 7D | +2.8% | +5.0% | -2.2% | +2.5% |
| 30D | +6.6% | -1.3% | +7.9% | +6.6% |
| 3M | -7.0% | -4.7% | -2.3% | -6.8% |
| 6M | +5.4% | -12.4% | +17.8% | +5.8% |
| YTD | +32.4% | -4.1% | +36.4% | +32.5% |
| 1Y | +48.4% | +3.3% | +45.0% | +48.2% |
| 3Y | +99.5% | +110.9% | -11.5% | +94.1% |
| 5Y | +109.9% | +124.8% | -14.9% | +101.7% |
| All | +200.6% | +225.0% | -24.5% | +224.1% |
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 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