+143.6%
ETR vs GFI
+287.6%
-144.0%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -1.8% | -4.9% | +3.0% | -1.5% |
| 30D | -1.8% | +10.7% | -12.5% | -2.5% |
| 3M | -3.6% | +25.6% | -29.2% | -5.2% |
| 6M | +2.6% | -8.3% | +10.9% | +2.7% |
| YTD | +16.0% | +6.3% | +9.7% | +14.6% |
| 1Y | +20.1% | +22.1% | -1.9% | +17.2% |
| 3Y | +143.6% | +289.2% | -145.6% | +111.7% |
| All | +143.6% | +287.6% | -144.0% | +111.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling