+98.4%
GLDM vs ET
+84.4%
+14.0%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.8% |
| 7D | -5.5% | +3.0% | -8.5% | -5.6% |
| 30D | -7.0% | -3.5% | -3.5% | -6.9% |
| 3M | -12.3% | -5.6% | -6.7% | -12.1% |
| 6M | -17.9% | +0.5% | -18.4% | -18.1% |
| YTD | -10.3% | +26.3% | -36.6% | -11.9% |
| 1Y | -7.8% | +25.7% | -33.4% | -9.4% |
| All | +98.4% | +84.4% | +14.0% | +80.9% |
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 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