+213.1%
GLD vs ETN
+699.0%
-485.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.3% | -1.7% |
| 7D | -3.4% | +3.0% | -6.4% | -3.5% |
| 30D | -1.1% | -10.9% | +9.8% | -0.8% |
| 3M | +5.8% | +9.2% | -3.4% | +5.5% |
| 6M | -17.1% | +13.9% | -31.0% | -17.3% |
| YTD | 0.0% | +29.5% | -29.5% | -0.3% |
| 1Y | +18.2% | +14.2% | +4.0% | +17.9% |
| 3Y | +122.6% | +79.9% | +42.7% | +122.1% |
| 5Y | +137.1% | +175.7% | -38.6% | +137.0% |
| All | +213.1% | +699.0% | -485.9% | +222.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling