+110.3%
XRT vs GLDM
+225.0%
-114.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.5% |
| 7D | +2.5% | +5.0% | -2.5% | +2.0% |
| 30D | +10.3% | -1.3% | +11.6% | +10.4% |
| 3M | +2.4% | -4.7% | +7.1% | +2.7% |
| 6M | +10.0% | -12.4% | +22.4% | +11.1% |
| YTD | +9.5% | -4.1% | +13.6% | +9.6% |
| 1Y | +17.2% | +3.3% | +13.8% | +16.5% |
| 3Y | +62.0% | +110.9% | -49.0% | +49.9% |
| 5Y | -2.1% | +124.8% | -126.9% | -11.0% |
| All | +110.3% | +225.0% | -114.8% | +111.2% |
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