+46.5%
ETSY vs GWRE
-25.4%
+71.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -19.9% | +13.2% | -1.8% |
| 7D | -8.5% | -21.1% | +12.6% | -3.3% |
| 30D | -10.9% | +1.3% | -12.2% | -11.4% |
| 3M | +14.1% | +7.4% | +6.7% | +11.5% |
| 6M | +37.5% | +5.6% | +31.9% | +33.8% |
| YTD | +38.0% | -19.2% | +57.2% | +45.9% |
| 1Y | +46.5% | -25.1% | +71.7% | +63.4% |
| All | +46.5% | -25.4% | +71.9% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling