+11,184.3%
RGLD vs SPY
+3,015.5%
+8,168.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.5% | -2.8% |
| 7D | +18.9% | -0.6% | +19.5% | +19.0% |
| 30D | +16.2% | -3.7% | +19.9% | +17.5% |
| 3M | +17.5% | -2.7% | +20.3% | +18.5% |
| 6M | +15.4% | +2.2% | +13.3% | +14.9% |
| YTD | +24.6% | +10.8% | +13.7% | +21.2% |
| 1Y | +49.9% | +11.2% | +38.6% | +45.8% |
| 3Y | +164.6% | +76.5% | +88.1% | +125.5% |
| 5Y | +179.8% | +72.9% | +106.8% | +138.3% |
| 10Y | +326.7% | +304.8% | +21.9% | +189.1% |
| All | +11,184.3% | +3,015.5% | +8,168.9% | +6,091.3% |
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 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