+126.1%
GLD vs ETN
+82.3%
+43.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | +0.1% | +6.2% | -6.1% | -0.4% |
| 30D | +0.2% | -6.7% | +6.9% | +0.8% |
| 3M | +3.2% | +3.6% | -0.4% | +2.7% |
| 6M | -14.6% | +18.3% | -33.0% | -15.8% |
| YTD | +1.8% | +31.5% | -29.7% | +0.1% |
| 1Y | +20.7% | +20.6% | +0.2% | +19.2% |
| All | +126.1% | +82.3% | +43.8% | +127.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling