+56.2%
GD vs ET
+84.2%
-28.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | +2.7% | +2.5% | +0.1% | +2.2% |
| 30D | +8.6% | -2.5% | +11.1% | +9.1% |
| 3M | -7.1% | -4.9% | -2.2% | -6.2% |
| 6M | +7.5% | -0.1% | +7.5% | +7.4% |
| YTD | +9.9% | +26.2% | -16.3% | +5.0% |
| 1Y | +7.6% | +25.2% | -17.6% | +2.9% |
| 3Y | +56.2% | +84.2% | -28.0% | +35.3% |
| All | +56.2% | +84.2% | -28.0% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling