+2.8%
GLD vs ETN
-1.0%
+3.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -9.9% | +13.5% | +5.4% |
| 7D | -0.3% | -10.1% | +9.9% | +1.4% |
| 30D | -1.9% | -18.4% | +16.5% | +1.7% |
| 3M | -0.4% | -20.4% | +20.0% | +3.5% |
| 6M | -10.2% | -16.0% | +5.8% | -8.2% |
| YTD | -6.0% | +11.8% | -17.8% | -8.7% |
| 1Y | +2.8% | -5.5% | +8.3% | +2.5% |
| All | +2.8% | -1.0% | +3.8% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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