+143.4%
ETR vs GTLB
-49.8%
+193.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -1.9% | -4.1% | +2.2% | -1.9% |
| 30D | -0.2% | +12.3% | -12.5% | -0.3% |
| 3M | -3.7% | +65.9% | -69.6% | -4.1% |
| 6M | +2.1% | +104.0% | -101.9% | +1.4% |
| YTD | +16.5% | +26.0% | -9.6% | +16.5% |
| 1Y | +22.5% | -3.5% | +26.0% | +23.1% |
| 3Y | +144.7% | -9.6% | +154.3% | +144.7% |
| All | +143.4% | -49.8% | +193.2% | +139.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling