+208.4%
GLD vs XRT
+147.6%
+60.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.7% |
| 7D | +2.8% | +4.1% | -1.3% | +2.7% |
| 30D | -4.0% | +9.9% | -13.9% | -4.2% |
| 3M | -8.2% | +2.3% | -10.5% | -8.3% |
| 6M | -14.8% | +9.6% | -24.4% | -15.1% |
| YTD | -6.8% | +9.1% | -15.9% | -7.1% |
| 1Y | -2.4% | +16.2% | -18.6% | -2.8% |
| 3Y | +105.8% | +60.1% | +45.7% | +103.8% |
| 5Y | +113.3% | -0.5% | +113.8% | +111.3% |
| 10Y | +208.4% | +145.1% | +63.3% | +201.7% |
| All | +208.4% | +147.6% | +60.9% | +201.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling