+219.4%
GLDM vs ETR
+267.3%
-47.9%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | -0.9% | +7.5% | -8.4% | -1.6% |
| 3M | -4.3% | +4.4% | -8.7% | -4.7% |
| 6M | -13.4% | -1.5% | -11.8% | -13.4% |
| YTD | -5.8% | +21.8% | -27.6% | -7.7% |
| 1Y | +2.1% | +18.4% | -16.3% | +0.3% |
| 3Y | +105.0% | +148.5% | -43.5% | +87.8% |
| 5Y | +122.5% | +152.6% | -30.1% | +103.2% |
| All | +219.4% | +267.3% | -47.9% | +196.9% |
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