+107.0%
GLDM vs ET
+215.7%
-108.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | +2.5% | -7.2% | -4.8% |
| 30D | -5.5% | -2.5% | -3.0% | -5.4% |
| 3M | -10.9% | -4.9% | -6.0% | -10.6% |
| 6M | -17.3% | -0.1% | -17.2% | -17.4% |
| YTD | -10.2% | +26.2% | -36.4% | -11.8% |
| 1Y | -6.9% | +25.2% | -32.1% | -8.6% |
| 3Y | +98.7% | +84.2% | +14.5% | +88.1% |
| All | +107.0% | +215.7% | -108.8% | +89.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling