+0.3%
GLD vs ETR
+17.9%
-17.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.6% |
| 30D | -1.3% | +8.7% | -10.1% | -2.8% |
| 3M | -4.8% | +4.9% | -9.7% | -5.7% |
| 6M | -12.5% | +0.8% | -13.3% | -12.9% |
| YTD | -4.2% | +23.1% | -27.4% | -9.9% |
| All | +0.3% | +17.9% | -17.6% | -5.1% |
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