+424.6%
ETSY vs GFI
+1,093.3%
-668.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.6% |
| 7D | -4.9% | -2.7% | -2.2% | -4.7% |
| 30D | -8.6% | +13.2% | -21.9% | -9.6% |
| 3M | +4.8% | +28.5% | -23.7% | +2.3% |
| 6M | +38.1% | -6.2% | +44.3% | +37.8% |
| YTD | +31.2% | +8.7% | +22.5% | +28.8% |
| 1Y | +22.1% | +24.8% | -2.7% | +17.8% |
| 3Y | +12.2% | +298.0% | -285.8% | -3.8% |
| 5Y | -66.5% | +546.0% | -612.5% | -73.0% |
| All | +424.6% | +1,093.3% | -668.8% | +383.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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