+10,650.2%
RGLD vs SPY
+3,091.8%
+7,558.5%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +21.9% | +0.1% | +21.8% | +21.9% |
| 3M | +19.3% | +2.0% | +17.3% | +18.7% |
| 6M | -6.4% | +13.0% | -19.4% | -9.5% |
| YTD | +18.7% | +13.5% | +5.1% | +14.6% |
| 1Y | +46.5% | +20.0% | +26.5% | +39.4% |
| 3Y | +143.2% | +77.2% | +66.0% | +106.9% |
| 5Y | +146.2% | +81.9% | +64.3% | +106.7% |
| 10Y | +277.3% | +314.1% | -36.8% | +154.0% |
| All | +10,650.2% | +3,091.8% | +7,558.5% | +5,756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling