+2.8%
GLD vs ETR
+18.4%
-15.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.2% |
| 7D | -0.3% | +3.7% | -4.0% | -0.9% |
| 30D | -1.9% | +11.0% | -12.8% | -3.7% |
| 3M | -0.4% | +3.4% | -3.9% | -1.2% |
| 6M | -10.2% | -3.3% | -6.9% | -9.6% |
| YTD | -6.0% | +23.3% | -29.3% | -11.5% |
| 1Y | +2.8% | +19.2% | -16.4% | -2.7% |
| All | +2.8% | +18.4% | -15.6% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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