+190.6%
GD vs ET
+163.5%
+27.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -9.0% | +6.9% | -15.9% | -10.5% |
| 3M | +5.1% | +13.1% | -8.0% | +2.0% |
| 6M | -1.0% | +18.7% | -19.7% | -5.1% |
| YTD | +7.3% | +37.4% | -30.1% | -0.6% |
| 1Y | +12.4% | +34.8% | -22.4% | +4.5% |
| 3Y | +73.7% | +96.8% | -23.1% | +46.1% |
| 5Y | +93.8% | +238.2% | -144.5% | +42.5% |
| 10Y | +190.6% | +159.4% | +31.2% | +106.2% |
| All | +190.6% | +163.5% | +27.1% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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