+302.3%
ETR vs GPC
+83.6%
+218.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.1% | -1.5% |
| 7D | +0.4% | -0.6% | +1.0% | +0.6% |
| 30D | +2.0% | +1.3% | +0.7% | +1.5% |
| 3M | -1.7% | +37.1% | -38.8% | -11.9% |
| 6M | +3.6% | +23.2% | -19.6% | -4.1% |
| YTD | +18.0% | +13.1% | +5.0% | +11.5% |
| 1Y | +26.2% | +0.9% | +25.4% | +23.7% |
| 3Y | +148.0% | -0.8% | +148.8% | +136.5% |
| 5Y | +126.1% | +31.1% | +94.9% | +88.6% |
| 10Y | +302.3% | +87.4% | +214.9% | +165.3% |
| All | +302.3% | +83.6% | +218.7% | +165.3% |
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