-42.1%
ETHA vs GLDM
+60.7%
-102.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.8% | -0.4% | -1.8% |
| 7D | -10.3% | -5.5% | -4.8% | -7.6% |
| 30D | -19.7% | -7.0% | -12.7% | -16.5% |
| 3M | +7.2% | -12.3% | +19.5% | +14.8% |
| 6M | -11.9% | -17.9% | +6.0% | -3.6% |
| YTD | -32.3% | -10.3% | -22.0% | -25.4% |
| 1Y | -41.1% | -7.8% | -33.4% | -35.4% |
| All | -42.1% | +60.7% | -102.9% | -62.6% |
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