+4,504.5%
ETR vs GAP
+2,131.7%
+2,372.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | +1.2% | -1.9% | +3.1% | +1.3% |
| 30D | +7.0% | -7.1% | +14.1% | +7.7% |
| 3M | +4.6% | +4.1% | +0.5% | +4.0% |
| 6M | +0.1% | +1.9% | -1.8% | -0.6% |
| YTD | +23.2% | -15.2% | +38.4% | +23.9% |
| 1Y | +20.6% | -10.6% | +31.2% | +20.6% |
| 3Y | +156.3% | +74.6% | +81.7% | +132.4% |
| 5Y | +159.6% | +3.7% | +156.0% | +140.6% |
| 10Y | +377.1% | +2.4% | +374.7% | +307.3% |
| All | +4,504.5% | +2,131.7% | +2,372.8% | +2,441.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling