+149.8%
RGLD vs SPY
+81.8%
+68.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | 0.0% |
| 7D | +2.9% | +0.5% | +2.3% | +2.6% |
| 30D | +13.7% | -0.9% | +14.6% | +14.3% |
| 3M | +27.4% | +3.9% | +23.5% | +24.9% |
| 6M | -6.2% | +14.5% | -20.7% | -12.3% |
| YTD | +18.3% | +12.9% | +5.4% | +11.5% |
| 1Y | +41.4% | +19.4% | +22.0% | +30.1% |
| 3Y | +148.1% | +78.5% | +69.7% | +87.6% |
| 5Y | +149.8% | +81.8% | +68.0% | +76.3% |
| All | +149.8% | +81.8% | +68.0% | +76.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling