+1,296.6%
ET vs GPC
+454.9%
+841.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -7.9% | +1.6% | -9.4% | -8.5% |
| 30D | -5.9% | -2.1% | -3.9% | -5.4% |
| 3M | -5.2% | -6.8% | +1.6% | -3.0% |
| 6M | +0.3% | +18.6% | -18.3% | -7.9% |
| YTD | +23.1% | +2.7% | +20.4% | +18.2% |
| 1Y | +22.7% | +1.8% | +21.0% | +18.1% |
| 3Y | +75.4% | +1.1% | +74.3% | +62.1% |
| 5Y | +202.6% | +4.1% | +198.5% | +169.5% |
| 10Y | +213.0% | +88.2% | +124.7% | +105.8% |
| All | +1,296.6% | +454.9% | +841.7% | +441.6% |
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 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