+157.4%
ETR vs GTLB
-49.4%
+206.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.1% |
| 7D | +1.2% | -0.7% | +1.9% | +1.2% |
| 30D | +7.0% | -10.2% | +17.2% | +7.1% |
| 3M | +4.6% | +10.1% | -5.5% | +4.5% |
| 6M | +0.1% | +116.5% | -116.3% | -0.5% |
| YTD | +23.2% | +27.2% | -4.0% | +23.2% |
| 1Y | +20.6% | +8.6% | +12.0% | +20.9% |
| 3Y | +156.3% | +5.6% | +150.7% | +155.7% |
| 5Y | +159.6% | -61.8% | +221.5% | +153.0% |
| All | +157.4% | -49.4% | +206.8% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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