+106.3%
XRT vs GLDM
+204.4%
-98.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +1.7% | -4.6% | +6.3% | +2.2% |
| 30D | +7.5% | -5.5% | +13.0% | +8.0% |
| 3M | +2.2% | -10.9% | +13.1% | +3.2% |
| 6M | +14.7% | -17.3% | +32.0% | +16.5% |
| YTD | +7.5% | -10.2% | +17.7% | +8.2% |
| 1Y | +14.1% | -6.9% | +21.1% | +14.6% |
| 3Y | +58.8% | +98.7% | -39.9% | +47.8% |
| 5Y | -3.9% | +106.7% | -110.7% | -12.0% |
| All | +106.3% | +204.4% | -98.0% | +108.6% |
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