+204.3%
GLDM vs ETR
+272.0%
-67.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -5.5% | +1.5% | -7.0% | -5.6% |
| 30D | -7.0% | +6.6% | -13.6% | -7.6% |
| 3M | -12.3% | +4.4% | -16.7% | -12.7% |
| 6M | -17.9% | -0.3% | -17.6% | -18.0% |
| YTD | -10.3% | +23.3% | -33.6% | -12.2% |
| 1Y | -7.8% | +18.9% | -26.6% | -9.4% |
| 3Y | +99.5% | +155.5% | -56.0% | +82.2% |
| 5Y | +106.5% | +159.9% | -53.5% | +88.1% |
| All | +204.3% | +272.0% | -67.7% | +182.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling