+198.3%
ROST vs GLDM
+221.7%
-23.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.3% |
| 7D | +1.3% | +1.9% | -0.6% | +1.2% |
| 30D | +4.9% | -1.7% | +6.6% | +4.9% |
| 3M | -6.9% | -3.5% | -3.4% | -6.8% |
| 6M | +3.8% | -10.1% | +13.9% | +4.2% |
| YTD | +31.4% | -5.0% | +36.4% | +31.5% |
| 1Y | +46.2% | +2.8% | +43.4% | +46.1% |
| 3Y | +99.8% | +105.1% | -5.3% | +94.6% |
| 5Y | +107.6% | +124.3% | -16.7% | +99.7% |
| All | +198.3% | +221.7% | -23.4% | +221.9% |
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 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