-8.1%
GLD vs ET
+24.8%
-32.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.7% | -2.8% |
| 7D | -5.5% | +3.0% | -8.5% | -5.4% |
| 30D | -7.0% | -3.5% | -3.6% | -7.1% |
| 3M | -12.4% | -5.6% | -6.7% | -12.4% |
| 6M | -18.0% | +0.5% | -18.5% | -18.4% |
| YTD | -10.5% | +26.3% | -36.8% | -14.8% |
| 1Y | -8.1% | +25.7% | -33.7% | -12.4% |
| All | -8.1% | +24.8% | -32.9% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling