+218.2%
GLD vs ETR
+288.4%
-70.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.0% |
| 7D | +0.1% | +0.4% | -0.3% | +0.1% |
| 30D | +0.2% | +2.0% | -1.8% | 0.0% |
| 3M | +3.2% | -1.7% | +4.9% | +3.3% |
| 6M | -14.6% | +3.6% | -18.2% | -15.1% |
| YTD | +1.8% | +18.0% | -16.3% | 0.0% |
| 1Y | +20.7% | +26.2% | -5.5% | +17.9% |
| 3Y | +126.5% | +148.0% | -21.5% | +106.4% |
| 5Y | +140.0% | +126.1% | +14.0% | +120.1% |
| 10Y | +218.2% | +302.3% | -84.0% | +175.3% |
| All | +218.2% | +288.4% | -70.2% | +175.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling