+2.8%
GLD vs XRT
+18.0%
-15.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +5.5% | -1.9% | +2.3% |
| 7D | -0.3% | +8.0% | -8.3% | -2.0% |
| 30D | -1.9% | +13.0% | -14.9% | -4.7% |
| 3M | -0.4% | +1.7% | -2.1% | -1.0% |
| 6M | -10.2% | +12.6% | -22.8% | -13.2% |
| YTD | -6.0% | +10.7% | -16.7% | -9.5% |
| 1Y | +2.8% | +18.4% | -15.6% | -1.8% |
| All | +2.8% | +18.0% | -15.2% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling