+107.0%
GLDM vs ETR
+157.6%
-50.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -4.6% | +1.2% | -5.8% | -4.7% |
| 30D | -5.5% | +7.0% | -12.5% | -6.2% |
| 3M | -10.9% | +4.6% | -15.5% | -11.4% |
| 6M | -17.3% | +0.1% | -17.5% | -17.5% |
| YTD | -10.2% | +23.2% | -33.3% | -12.5% |
| 1Y | -6.9% | +20.6% | -27.5% | -9.2% |
| 3Y | +98.7% | +156.3% | -57.6% | +76.6% |
| All | +107.0% | +157.6% | -50.6% | +86.9% |
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 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