+2.1%
GLDM vs ETR
+17.7%
-15.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -2.1% |
| 3M | -4.3% | +4.4% | -8.7% | -5.2% |
| 6M | -13.4% | -1.5% | -11.8% | -13.3% |
| YTD | -5.8% | +21.8% | -27.6% | -11.0% |
| 1Y | +2.1% | +18.4% | -16.3% | -3.3% |
| All | +2.1% | +17.7% | -15.7% | -3.3% |
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