+106.4%
XRT vs GLDM
+221.7%
-115.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.7% | -2.9% |
| 7D | +2.3% | +1.9% | +0.4% | +2.1% |
| 30D | +9.8% | -1.7% | +11.5% | +9.9% |
| 3M | -0.2% | -3.5% | +3.4% | +0.1% |
| 6M | +8.4% | -10.1% | +18.4% | +9.2% |
| YTD | +7.5% | -5.0% | +12.6% | +7.7% |
| 1Y | +13.2% | +2.8% | +10.4% | +12.6% |
| 3Y | +52.0% | +105.1% | -53.1% | +41.0% |
| 5Y | -3.2% | +124.3% | -127.5% | -11.9% |
| All | +106.4% | +221.7% | -115.3% | +107.5% |
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