+816.6%
GLD vs ETR
+656.5%
+160.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | +1.4% | -2.0% | -0.6% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.8% | +1.9% | -15.7% | -14.0% |
| YTD | +2.6% | +18.2% | -15.5% | +1.1% |
| 1Y | +24.5% | +24.7% | -0.2% | +22.0% |
| 3Y | +125.8% | +150.7% | -24.8% | +108.1% |
| 5Y | +137.8% | +127.0% | +10.8% | +120.2% |
| 10Y | +221.4% | +295.5% | -74.1% | +181.9% |
| All | +816.6% | +656.5% | +160.0% | +663.4% |
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 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