+63.3%
ETN vs GLDM
+104.2%
-40.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.7% |
| 7D | -7.6% | +4.7% | -12.3% | -8.9% |
| 30D | -20.8% | -0.9% | -19.9% | -20.6% |
| 3M | -23.6% | -4.3% | -19.3% | -22.6% |
| 6M | -18.5% | -13.4% | -5.1% | -15.9% |
| YTD | +8.2% | -5.8% | +14.0% | +10.6% |
| 1Y | -8.7% | +2.1% | -10.8% | -7.6% |
| 3Y | +63.3% | +105.0% | -41.8% | +36.4% |
| All | +63.3% | +104.2% | -40.9% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling