+171.2%
ETN vs GLDM
+143.3%
+27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.3% | +3.6% |
| 7D | +2.0% | -0.5% | +2.5% | +2.1% |
| 30D | -7.9% | +4.4% | -12.3% | -8.6% |
| 3M | -1.6% | -1.1% | -0.6% | -1.6% |
| 6M | +16.9% | -13.7% | +30.5% | +18.4% |
| YTD | +30.1% | +2.8% | +27.3% | +30.3% |
| 1Y | +19.3% | +24.8% | -5.5% | +18.3% |
| 3Y | +82.5% | +127.8% | -45.3% | +72.7% |
| All | +171.2% | +143.3% | +27.9% | +140.8% |
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 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