+4,316.7%
ETR vs GPC
+2,341.8%
+1,975.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | +1.4% | +1.2% | +0.2% | +1.1% |
| 30D | +1.0% | +6.0% | -5.0% | -0.8% |
| 3M | -1.3% | +42.6% | -43.9% | -11.7% |
| 6M | +1.9% | +22.8% | -20.9% | -5.0% |
| YTD | +18.2% | +15.5% | +2.7% | +11.5% |
| 1Y | +24.7% | +2.0% | +22.6% | +22.0% |
| 3Y | +150.7% | -1.4% | +152.1% | +140.9% |
| 5Y | +127.0% | +30.6% | +96.4% | +97.4% |
| 10Y | +295.5% | +80.6% | +214.8% | +196.8% |
| All | +4,316.7% | +2,341.8% | +1,975.0% | +1,608.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling