-4.7%
XRT vs GLDM
+121.8%
-126.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | +0.9% | +4.7% | -3.8% | +0.4% |
| 30D | +7.9% | -0.9% | +8.8% | +8.0% |
| 3M | -0.2% | -4.3% | +4.1% | +0.2% |
| 6M | +5.6% | -13.4% | +19.0% | +7.0% |
| YTD | +5.7% | -5.8% | +11.5% | +5.8% |
| 1Y | +14.6% | +2.1% | +12.5% | +13.8% |
| 3Y | +50.7% | +105.0% | -54.4% | +33.5% |
| All | -4.7% | +121.8% | -126.5% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling