+99.5%
ET vs GNRC
+61.6%
+37.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.9% | -3.8% | -1.1% |
| 7D | +0.2% | -0.2% | +0.4% | +0.2% |
| 30D | +2.9% | -15.7% | +18.6% | +4.5% |
| 3M | +16.8% | -27.3% | +44.1% | +20.0% |
| 6M | +18.9% | -12.1% | +30.9% | +18.6% |
| YTD | +37.7% | +37.1% | +0.6% | +28.2% |
| 1Y | +32.4% | -0.5% | +32.9% | +28.9% |
| 3Y | +99.5% | +61.5% | +38.0% | +82.4% |
| All | +99.5% | +61.6% | +37.9% | +82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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