+146.9%
ETR vs GTLB
-47.1%
+194.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.5% | -0.5% |
| 7D | +1.4% | +11.1% | -9.6% | +1.4% |
| 30D | +1.0% | +37.8% | -36.8% | +0.8% |
| 3M | -1.3% | +61.6% | -62.8% | -1.6% |
| 6M | +1.9% | +98.9% | -97.0% | +1.3% |
| YTD | +18.2% | +32.8% | -14.6% | +18.2% |
| 1Y | +24.7% | +14.7% | +10.0% | +25.0% |
| 3Y | +150.7% | +1.3% | +149.3% | +150.4% |
| All | +146.9% | -47.1% | +194.1% | +142.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling