+142.5%
ETSY vs GWRE
+165.2%
-22.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.3% |
| 7D | -4.9% | -13.2% | +8.3% | +2.0% |
| 30D | -8.6% | -18.6% | +10.0% | -0.4% |
| 3M | +4.8% | +18.9% | -14.1% | -7.5% |
| 6M | +38.1% | -11.0% | +49.0% | +37.1% |
| YTD | +31.2% | -29.9% | +61.1% | +46.4% |
| 1Y | +22.1% | -44.3% | +66.4% | +55.1% |
| 3Y | +12.2% | +51.7% | -39.4% | -31.0% |
| 5Y | -66.5% | +15.4% | -81.9% | -75.9% |
| 10Y | +433.4% | +129.4% | +304.0% | +155.6% |
| All | +142.5% | +165.2% | -22.7% | +7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling