+24.5%
GLD vs ETN
+20.7%
+3.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.5% | -4.3% | -1.5% |
| 7D | -0.5% | +2.0% | -2.5% | -0.9% |
| 30D | +4.4% | -7.9% | +12.3% | +6.0% |
| 3M | -1.1% | -1.6% | +0.5% | -1.3% |
| 6M | -13.8% | +16.9% | -30.7% | -17.3% |
| YTD | +2.6% | +30.1% | -27.4% | -2.9% |
| 1Y | +24.5% | +19.3% | +5.2% | +20.1% |
| All | +24.5% | +20.7% | +3.8% | +20.1% |
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