+128.5%
GLD vs ETR
+150.4%
-21.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | +1.4% | -2.0% | -0.7% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | -1.3% | +0.2% | -1.1% |
| 6M | -13.8% | +1.9% | -15.7% | -14.2% |
| YTD | +2.6% | +18.2% | -15.5% | +0.6% |
| 1Y | +24.5% | +24.7% | -0.2% | +21.5% |
| All | +128.5% | +150.4% | -21.9% | +105.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling