+174.0%
GD vs ET
+166.6%
+7.5%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.1% |
| 7D | -1.9% | -1.9% | 0.0% | -1.4% |
| 30D | +10.9% | -3.1% | +14.0% | +11.7% |
| 3M | -6.8% | -3.9% | -2.8% | -6.0% |
| 6M | +7.0% | +4.0% | +3.0% | +5.9% |
| YTD | +11.1% | +26.4% | -15.3% | +4.9% |
| 1Y | +7.0% | +24.9% | -17.9% | +1.3% |
| 3Y | +59.9% | +85.2% | -25.3% | +36.5% |
| 5Y | +102.5% | +218.3% | -115.8% | +51.7% |
| 10Y | +174.0% | +172.0% | +2.1% | +100.7% |
| All | +174.0% | +166.6% | +7.5% | +100.7% |
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