+12.2%
ETSY vs GFI
+287.6%
-275.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -4.9% | -4.9% | 0.0% | -4.5% |
| 30D | -8.6% | +10.7% | -19.4% | -9.5% |
| 3M | +4.8% | +25.6% | -20.8% | +2.6% |
| 6M | +38.1% | -8.3% | +46.3% | +38.1% |
| YTD | +31.2% | +6.3% | +24.9% | +28.7% |
| 1Y | +22.1% | +22.1% | 0.0% | +17.3% |
| 3Y | +12.2% | +289.2% | -276.9% | -9.4% |
| All | +12.2% | +287.6% | -275.4% | -9.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling