+3.1%
GLDM vs ETR
+18.4%
-15.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.7% | +0.9% | +3.2% |
| 7D | -0.3% | +3.7% | -4.0% | -0.9% |
| 30D | -1.9% | +11.0% | -12.8% | -3.7% |
| 3M | -0.4% | +3.4% | -3.8% | -1.2% |
| 6M | -10.1% | -3.3% | -6.8% | -9.4% |
| YTD | -5.8% | +23.3% | -29.1% | -11.3% |
| 1Y | +3.1% | +19.2% | -16.1% | -2.4% |
| All | +3.1% | +18.4% | -15.3% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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