+550.0%
ETN vs GLDM
+242.2%
+307.8%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.5% | +2.9% |
| 7D | +8.0% | +0.7% | +7.3% | +7.9% |
| 30D | -5.9% | +0.3% | -6.2% | -6.0% |
| 3M | +5.0% | +0.7% | +4.3% | +4.8% |
| 6M | +22.4% | -15.4% | +37.8% | +23.4% |
| YTD | +33.6% | +1.0% | +32.6% | +34.3% |
| 1Y | +22.1% | +19.7% | +2.4% | +22.6% |
| 3Y | +85.6% | +126.5% | -40.9% | +85.1% |
| 5Y | +179.2% | +142.5% | +36.8% | +175.8% |
| All | +550.0% | +242.2% | +307.8% | +622.7% |
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 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