+124.5%
GLD vs ET
+96.2%
+28.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | +6.9% | -6.5% | -0.1% |
| 3M | +0.6% | +13.1% | -12.5% | -0.3% |
| 6M | -15.6% | +18.7% | -34.3% | -16.8% |
| YTD | +0.9% | +37.4% | -36.6% | -1.7% |
| 1Y | +19.4% | +34.8% | -15.4% | +16.4% |
| 3Y | +124.5% | +96.8% | +27.7% | +101.9% |
| All | +124.5% | +96.2% | +28.2% | +101.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling