+213.0%
GLDM vs ETR
+272.1%
-59.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.4% | -1.2% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -4.4% | +7.7% | -12.1% | -5.1% |
| 3M | -8.8% | +5.7% | -14.6% | -9.4% |
| 6M | -15.9% | -0.3% | -15.6% | -15.9% |
| YTD | -7.7% | +23.4% | -31.0% | -9.6% |
| 1Y | -3.6% | +18.5% | -22.1% | -5.3% |
| 3Y | +105.2% | +155.6% | -50.3% | +87.5% |
| 5Y | +112.8% | +158.7% | -45.9% | +93.9% |
| All | +213.0% | +272.1% | -59.1% | +190.7% |
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