+173.7%
ET vs GPC
+83.6%
+90.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.5% |
| 7D | +0.6% | -0.6% | +1.3% | +0.8% |
| 30D | +5.3% | +1.3% | +4.0% | +4.7% |
| 3M | +15.6% | +37.1% | -21.5% | +2.8% |
| 6M | +20.6% | +23.2% | -2.6% | +10.8% |
| YTD | +38.5% | +13.1% | +25.5% | +30.0% |
| 1Y | +35.7% | +0.9% | +34.9% | +32.6% |
| 3Y | +98.4% | -0.8% | +99.2% | +87.6% |
| 5Y | +245.3% | +31.1% | +214.2% | +181.7% |
| 10Y | +173.7% | +87.4% | +86.4% | +94.6% |
| All | +173.7% | +83.6% | +90.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling