+248.5%
GLDM vs ET
+153.5%
+95.0%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -0.9% |
| 7D | -0.5% | +0.9% | -1.4% | -0.5% |
| 30D | +4.4% | +7.5% | -3.1% | +4.3% |
| 3M | -1.1% | +11.4% | -12.5% | -1.2% |
| 6M | -13.7% | +18.5% | -32.2% | -13.9% |
| YTD | +2.8% | +37.4% | -34.6% | +2.3% |
| 1Y | +24.8% | +30.9% | -6.1% | +24.3% |
| 3Y | +127.8% | +98.7% | +29.1% | +126.0% |
| 5Y | +141.1% | +230.7% | -89.6% | +139.2% |
| All | +248.5% | +153.5% | +95.0% | +246.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling