+3.1%
GLDM vs ET
+24.7%
-21.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.5% | +7.1% | +3.6% |
| 7D | -0.3% | -6.0% | +5.8% | -0.2% |
| 30D | -1.9% | -6.1% | +4.2% | -1.8% |
| 3M | -0.4% | -2.7% | +2.3% | -0.8% |
| 6M | -10.1% | +0.2% | -10.3% | -10.9% |
| YTD | -5.8% | +24.3% | -30.2% | -11.3% |
| 1Y | +3.1% | +26.4% | -23.3% | -3.1% |
| All | +3.1% | +24.7% | -21.6% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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