+155.0%
ETSY vs GPC
+109.2%
+45.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +1.1% | -7.8% | -7.3% |
| 7D | -8.5% | +1.2% | -9.7% | -9.1% |
| 30D | -10.9% | +6.0% | -16.9% | -13.7% |
| 3M | +14.1% | +42.6% | -28.5% | -6.0% |
| 6M | +37.5% | +22.8% | +14.7% | +21.9% |
| YTD | +38.0% | +15.5% | +22.6% | +24.9% |
| 1Y | +46.5% | +2.0% | +44.5% | +41.9% |
| 3Y | +2.5% | -1.4% | +3.9% | -1.8% |
| 5Y | -65.3% | +30.6% | -95.9% | -70.6% |
| 10Y | +451.6% | +80.6% | +371.0% | +262.7% |
| All | +155.0% | +109.2% | +45.8% | +36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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