+194.3%
ETSY vs GPC
+86.1%
+108.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.3% |
| 7D | -3.5% | -1.3% | -2.3% | -2.9% |
| 30D | +11.4% | -6.0% | +17.4% | +15.0% |
| 3M | +10.9% | -7.6% | +18.5% | +15.3% |
| 6M | +53.5% | +24.2% | +29.3% | +35.6% |
| YTD | +59.3% | +2.7% | +56.5% | +53.0% |
| 1Y | +38.2% | +0.2% | +38.0% | +34.3% |
| 3Y | +39.6% | -0.8% | +40.4% | +32.8% |
| 5Y | -67.6% | +4.4% | -72.0% | -69.4% |
| 10Y | +653.3% | +74.5% | +578.9% | +395.6% |
| All | +194.3% | +86.1% | +108.2% | +66.7% |
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