+604.6%
GLD vs XRT
+514.3%
+90.3%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | -0.5% | +0.8% | -1.3% | -0.5% |
| 30D | +4.4% | -4.2% | +8.6% | +4.4% |
| 3M | -1.1% | +5.1% | -6.2% | -1.1% |
| 6M | -13.8% | +2.4% | -16.2% | -13.8% |
| YTD | +2.6% | +3.2% | -0.6% | +2.7% |
| 1Y | +24.5% | +1.5% | +23.0% | +24.5% |
| 3Y | +125.8% | +40.6% | +85.3% | +127.1% |
| 5Y | +137.8% | -1.0% | +138.8% | +137.4% |
| 10Y | +221.4% | +128.4% | +93.0% | +230.0% |
| All | +604.6% | +514.3% | +90.3% | +680.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling