+373.4%
ETR vs GPC
+85.0%
+288.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +2.6% | +0.4% | +2.2% | +2.4% |
| 30D | +8.7% | -1.8% | +10.5% | +9.2% |
| 3M | +6.4% | -6.6% | +13.0% | +8.4% |
| 6M | +0.7% | +21.3% | -20.6% | -6.4% |
| YTD | +23.0% | +4.3% | +18.8% | +19.0% |
| 1Y | +17.9% | +3.3% | +14.6% | +14.3% |
| 3Y | +154.9% | +0.8% | +154.2% | +140.4% |
| 5Y | +157.3% | +7.4% | +149.9% | +131.3% |
| 10Y | +373.4% | +79.2% | +294.1% | +212.2% |
| All | +373.4% | +85.0% | +288.4% | +212.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling