+1,458.7%
ET vs GPC
+524.0%
+934.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.9% | +1.2% | -0.3% | +0.4% |
| 30D | +7.5% | +6.0% | +1.5% | +4.9% |
| 3M | +11.4% | +42.6% | -31.2% | -4.4% |
| 6M | +18.5% | +22.8% | -4.2% | +7.5% |
| YTD | +37.4% | +15.5% | +21.9% | +26.5% |
| 1Y | +30.9% | +2.0% | +28.9% | +26.5% |
| 3Y | +98.7% | -1.4% | +100.2% | +86.7% |
| 5Y | +230.7% | +30.6% | +200.1% | +167.5% |
| 10Y | +175.6% | +80.6% | +95.0% | +87.0% |
| All | +1,458.7% | +524.0% | +934.7% | +479.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling