+102.8%
XRT vs GLDM
+219.1%
-116.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.9% | +4.7% | -3.8% | +0.5% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | -0.2% | -4.3% | +4.1% | +0.1% |
| 6M | +5.6% | -13.4% | +19.0% | +6.7% |
| YTD | +5.7% | -5.8% | +11.5% | +5.9% |
| 1Y | +14.6% | +2.1% | +12.5% | +14.1% |
| 3Y | +50.7% | +105.0% | -54.4% | +39.8% |
| 5Y | -4.8% | +122.5% | -127.3% | -13.4% |
| All | +102.8% | +219.1% | -116.3% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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