+109.1%
GLD vs ETR
+153.6%
-44.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.7% |
| 7D | +4.9% | +1.7% | +3.2% | +4.7% |
| 30D | -1.3% | +8.7% | -10.1% | -2.3% |
| 3M | -4.8% | +4.9% | -9.7% | -5.4% |
| 6M | -12.5% | +0.8% | -13.3% | -12.7% |
| YTD | -4.2% | +23.1% | -27.4% | -6.7% |
| 1Y | +3.0% | +17.9% | -14.8% | +0.8% |
| 3Y | +109.1% | +154.5% | -45.4% | +79.2% |
| All | +109.1% | +153.6% | -44.4% | +79.2% |
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