+22.5%
ETR vs GTLB
-1.8%
+24.3%
-10.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.2% |
| 7D | -1.9% | -4.1% | +2.2% | -2.3% |
| 30D | -0.2% | +12.3% | -12.5% | +1.0% |
| 3M | -3.7% | +65.9% | -69.6% | +1.2% |
| 6M | +2.1% | +104.0% | -101.9% | +9.8% |
| YTD | +16.5% | +26.0% | -9.6% | +22.4% |
| 1Y | +22.5% | -3.5% | +26.0% | +31.4% |
| All | +22.5% | -1.8% | +24.3% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling