+755.2%
GLD vs ETR
+688.4%
+66.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.8% |
| 7D | +4.9% | +1.7% | +3.2% | +4.8% |
| 30D | -1.3% | +8.7% | -10.1% | -2.0% |
| 3M | -4.8% | +4.9% | -9.7% | -5.2% |
| 6M | -12.5% | +0.8% | -13.3% | -12.6% |
| YTD | -4.2% | +23.1% | -27.4% | -6.1% |
| 1Y | +3.0% | +17.9% | -14.8% | +1.4% |
| 3Y | +109.1% | +154.5% | -45.4% | +92.4% |
| 5Y | +121.6% | +160.3% | -38.7% | +102.9% |
| 10Y | +212.2% | +366.9% | -154.7% | +170.4% |
| All | +755.2% | +688.4% | +66.8% | +609.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling