+0.6%
GLDM vs ET
+24.5%
-23.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.9% |
| 7D | +5.0% | -4.4% | +9.4% | +4.9% |
| 30D | -1.3% | -4.8% | +3.5% | -1.4% |
| 3M | -4.7% | -3.4% | -1.3% | -5.1% |
| 6M | -12.4% | +2.2% | -14.6% | -13.3% |
| YTD | -4.1% | +24.2% | -28.3% | -8.3% |
| All | +0.6% | +24.5% | -23.9% | -3.9% |
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