+291.6%
ETR vs GAP
+27.6%
+264.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.1% | +0.8% | -1.1% |
| 7D | -1.9% | -6.3% | +4.4% | -1.3% |
| 30D | -0.2% | -0.2% | 0.0% | -0.3% |
| 3M | -3.7% | 0.0% | -3.7% | -4.0% |
| 6M | +2.1% | -8.1% | +10.2% | +2.3% |
| YTD | +16.5% | -16.5% | +32.9% | +17.5% |
| 1Y | +22.5% | -10.5% | +33.0% | +22.4% |
| 3Y | +144.7% | +104.0% | +40.7% | +114.1% |
| 5Y | +125.2% | +6.8% | +118.4% | +105.9% |
| All | +291.6% | +27.6% | +264.0% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GAP 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling