+104.6%
GLD vs XRT
+61.1%
+43.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.6% |
| 7D | +2.8% | +4.1% | -1.3% | +2.3% |
| 30D | -4.0% | +9.9% | -13.9% | -5.0% |
| 3M | -8.2% | +2.3% | -10.5% | -8.6% |
| 6M | -14.8% | +9.6% | -24.4% | -15.8% |
| YTD | -6.8% | +9.1% | -15.9% | -7.9% |
| 1Y | -2.4% | +16.2% | -18.6% | -3.9% |
| All | +104.6% | +61.1% | +43.5% | +94.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling