+4,499.6%
ETR vs GPC
+2,105.4%
+2,394.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.1% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +8.7% | -1.8% | +10.5% | +9.1% |
| 3M | +6.4% | -6.6% | +13.0% | +8.3% |
| 6M | +0.7% | +21.3% | -20.6% | -5.7% |
| YTD | +23.0% | +4.3% | +18.8% | +19.5% |
| 1Y | +17.9% | +3.3% | +14.6% | +14.7% |
| 3Y | +154.9% | +0.8% | +154.2% | +143.1% |
| 5Y | +157.3% | +7.4% | +149.9% | +137.3% |
| 10Y | +373.4% | +79.2% | +294.1% | +256.3% |
| All | +4,499.6% | +2,105.4% | +2,394.2% | +1,730.0% |
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