+426.2%
ETN vs GLDM
+219.1%
+207.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.8% | +5.3% | +4.6% |
| 7D | -7.6% | +4.7% | -12.3% | -8.3% |
| 30D | -20.8% | -0.9% | -19.9% | -20.7% |
| 3M | -23.6% | -4.3% | -19.3% | -23.1% |
| 6M | -18.5% | -13.4% | -5.1% | -17.3% |
| YTD | +8.2% | -5.8% | +14.0% | +9.7% |
| 1Y | -8.7% | +2.1% | -10.8% | -7.5% |
| 3Y | +63.3% | +105.0% | -41.8% | +64.2% |
| 5Y | +115.6% | +122.5% | -6.9% | +114.6% |
| All | +426.2% | +219.1% | +207.1% | +490.5% |
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