+145.9%
GLDM vs ETR
+127.8%
+18.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.8% |
| 7D | -0.5% | +1.4% | -2.0% | -0.7% |
| 30D | +4.4% | +1.0% | +3.4% | +4.3% |
| 3M | -1.1% | -1.3% | +0.2% | -1.0% |
| 6M | -13.7% | +1.9% | -15.6% | -14.1% |
| YTD | +2.8% | +18.2% | -15.4% | +0.6% |
| 1Y | +24.8% | +24.7% | +0.2% | +21.5% |
| 3Y | +127.8% | +150.7% | -22.9% | +103.1% |
| All | +145.9% | +127.8% | +18.1% | +122.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling