+222.0%
GLDM vs ETR
+266.5%
-44.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.0% |
| 7D | +1.9% | +0.3% | +1.6% | +1.9% |
| 30D | -1.7% | +6.8% | -8.5% | -2.3% |
| 3M | -3.5% | +3.8% | -7.4% | -3.9% |
| 6M | -10.1% | -5.5% | -4.6% | -9.7% |
| YTD | -5.0% | +21.5% | -26.5% | -6.9% |
| 1Y | +2.8% | +17.4% | -14.6% | +1.0% |
| 3Y | +105.1% | +147.7% | -42.6% | +87.9% |
| 5Y | +124.3% | +152.0% | -27.8% | +104.9% |
| All | +222.0% | +266.5% | -44.5% | +199.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling