+553.7%
GLD vs ET
+1,312.4%
-758.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.8% | -4.5% | -2.7% |
| 7D | +2.8% | -1.9% | +4.7% | +2.8% |
| 30D | -4.0% | -3.1% | -0.9% | -3.9% |
| 3M | -8.2% | -3.9% | -4.3% | -8.2% |
| 6M | -14.8% | +4.0% | -18.9% | -14.9% |
| YTD | -6.8% | +26.4% | -33.2% | -7.2% |
| 1Y | -2.4% | +24.9% | -27.3% | -2.7% |
| 3Y | +105.8% | +85.2% | +20.6% | +103.8% |
| 5Y | +113.3% | +218.3% | -105.0% | +109.8% |
| 10Y | +208.4% | +172.0% | +36.5% | +203.1% |
| All | +553.7% | +1,312.4% | -758.7% | +432.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling