-66.3%
ETSY vs GTLB
-50.1%
-16.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -4.9% | -5.7% | +0.8% | -3.1% |
| 30D | -8.6% | +15.1% | -23.8% | -12.9% |
| 3M | +4.8% | +65.5% | -60.7% | -11.6% |
| 6M | +38.1% | +102.9% | -64.8% | +7.6% |
| YTD | +31.2% | +25.2% | +6.0% | +17.9% |
| 1Y | +22.1% | -5.5% | +27.6% | +19.1% |
| 3Y | +12.2% | -10.9% | +23.1% | -0.2% |
| All | -66.3% | -50.1% | -16.2% | -69.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling