-67.0%
ETSY vs GTLB
-50.8%
-16.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | -12.9% | -6.6% | -6.3% | -11.0% |
| 30D | -11.5% | +13.7% | -25.2% | -15.3% |
| 3M | +3.5% | +52.9% | -49.4% | -10.5% |
| 6M | +27.6% | +88.5% | -60.9% | +1.8% |
| YTD | +28.4% | +23.4% | +5.0% | +15.9% |
| 1Y | +27.1% | -3.8% | +30.9% | +23.2% |
| 3Y | +6.0% | -11.5% | +17.5% | -5.5% |
| All | -67.0% | -50.8% | -16.2% | -69.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling