+105.0%
GLDM vs ET
+73.7%
+31.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.8% |
| 7D | +4.7% | -7.9% | +12.5% | +5.0% |
| 30D | -0.9% | -5.9% | +5.1% | -0.6% |
| 3M | -4.3% | -5.2% | +0.9% | -4.2% |
| 6M | -13.4% | +0.3% | -13.7% | -13.6% |
| YTD | -5.8% | +23.1% | -28.9% | -7.5% |
| 1Y | +2.1% | +22.7% | -20.7% | +0.3% |
| 3Y | +105.0% | +75.4% | +29.6% | +86.3% |
| All | +105.0% | +73.7% | +31.3% | +86.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling