+982.5%
RGLD vs VT
+374.2%
+608.3%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -0.3% | +0.4% | -0.7% | -0.5% |
| 30D | +21.9% | +1.0% | +20.9% | +21.3% |
| 3M | +19.3% | +2.4% | +17.0% | +18.1% |
| 6M | -6.4% | +12.0% | -18.4% | -11.4% |
| YTD | +18.7% | +15.3% | +3.3% | +10.8% |
| 1Y | +46.5% | +22.6% | +23.9% | +32.7% |
| 3Y | +143.2% | +74.7% | +68.5% | +83.6% |
| 5Y | +146.2% | +66.1% | +80.0% | +88.9% |
| 10Y | +277.3% | +225.0% | +52.3% | +100.7% |
| All | +982.5% | +374.2% | +608.3% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling