+294.0%
RGLD vs VT
+215.5%
+78.5%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | +16.2% | -2.3% | +18.5% | +17.5% |
| 30D | +16.6% | -5.0% | +21.6% | +19.9% |
| 3M | +21.9% | -4.9% | +26.7% | +25.3% |
| 6M | +12.5% | -1.5% | +14.0% | +13.8% |
| YTD | +20.3% | +8.5% | +11.9% | +16.2% |
| 1Y | +57.7% | +11.4% | +46.3% | +50.4% |
| 3Y | +150.3% | +70.1% | +80.3% | +94.8% |
| 5Y | +167.1% | +53.7% | +113.4% | +113.8% |
| All | +294.0% | +215.5% | +78.5% | +76.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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