+242.5%
GLDM vs ET
+153.6%
+88.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.8% | -1.7% |
| 7D | +0.7% | +0.4% | +0.3% | +0.7% |
| 30D | +0.3% | +6.9% | -6.5% | +0.2% |
| 3M | +0.7% | +13.1% | -12.4% | +0.5% |
| 6M | -15.4% | +18.7% | -34.2% | -15.7% |
| YTD | +1.0% | +37.4% | -36.4% | +0.6% |
| 1Y | +19.7% | +34.8% | -15.1% | +19.2% |
| 3Y | +126.5% | +96.8% | +29.7% | +124.7% |
| 5Y | +142.5% | +238.2% | -95.7% | +140.6% |
| All | +242.5% | +153.6% | +88.9% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling