+112.4%
XRT vs GLDM
+219.0%
-106.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +3.7% | +1.9% | +5.2% |
| 7D | +8.0% | -0.3% | +8.3% | +8.0% |
| 30D | +13.0% | -1.9% | +14.9% | +13.2% |
| 3M | +1.7% | -0.4% | +2.1% | +1.7% |
| 6M | +12.6% | -10.1% | +22.6% | +13.5% |
| YTD | +10.7% | -5.8% | +16.5% | +10.9% |
| 1Y | +18.4% | +3.1% | +15.3% | +17.8% |
| 3Y | +56.4% | +103.4% | -47.0% | +45.2% |
| 5Y | +0.7% | +125.5% | -124.9% | -8.4% |
| All | +112.4% | +219.0% | -106.6% | +113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling