+201.0%
ET vs GPC
+3.6%
+197.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.6% |
| 7D | -7.9% | +1.6% | -9.4% | -8.2% |
| 30D | -5.9% | -2.1% | -3.9% | -5.7% |
| 3M | -5.2% | -6.8% | +1.6% | -4.2% |
| 6M | +0.3% | +18.6% | -18.3% | -3.8% |
| YTD | +23.1% | +2.7% | +20.4% | +20.9% |
| 1Y | +22.7% | +1.8% | +21.0% | +20.7% |
| 3Y | +75.4% | +1.1% | +74.3% | +66.6% |
| All | +201.0% | +3.6% | +197.4% | +171.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling