+99.5%
ET vs GFI
+287.6%
-188.1%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.8% |
| 7D | +0.2% | -4.9% | +5.1% | +0.4% |
| 30D | +2.9% | +10.7% | -7.9% | +2.5% |
| 3M | +16.8% | +25.6% | -8.8% | +15.9% |
| 6M | +18.9% | -8.3% | +27.1% | +19.2% |
| YTD | +37.7% | +6.3% | +31.4% | +36.7% |
| 1Y | +32.4% | +22.1% | +10.4% | +30.1% |
| 3Y | +99.5% | +289.2% | -189.7% | +76.7% |
| All | +99.5% | +287.6% | -188.1% | +76.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling