+0.3%
XRT vs GLDM
+143.3%
-143.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.1% |
| 7D | +0.8% | -0.5% | +1.3% | +0.8% |
| 30D | -4.2% | +4.4% | -8.6% | -4.6% |
| 3M | +5.1% | -1.1% | +6.1% | +5.1% |
| 6M | +2.4% | -13.7% | +16.1% | +3.6% |
| YTD | +3.2% | +2.8% | +0.4% | +2.6% |
| 1Y | +1.5% | +24.8% | -23.3% | -1.0% |
| 3Y | +40.6% | +127.8% | -87.2% | +26.0% |
| All | +0.3% | +143.3% | -143.0% | -14.6% |
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 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