+326.7%
RGLD vs SPY
+304.1%
+22.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.7% |
| 7D | +18.9% | -0.6% | +19.5% | +19.1% |
| 30D | +16.2% | -3.7% | +19.9% | +18.1% |
| 3M | +17.5% | -2.7% | +20.3% | +18.9% |
| 6M | +15.4% | +2.2% | +13.3% | +14.6% |
| YTD | +24.6% | +10.8% | +13.7% | +19.8% |
| 1Y | +49.9% | +11.2% | +38.6% | +44.0% |
| 3Y | +164.6% | +76.5% | +88.1% | +112.2% |
| 5Y | +179.8% | +72.9% | +106.8% | +122.8% |
| 10Y | +326.7% | +304.8% | +21.9% | +145.8% |
| All | +326.7% | +304.1% | +22.6% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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