+858.5%
GD vs ET
+1,275.4%
-416.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.0% | -7.9% | +2.9% | -3.5% |
| 30D | +8.9% | -5.9% | +14.9% | +10.1% |
| 3M | -8.0% | -5.2% | -2.8% | -7.2% |
| 6M | +2.9% | +0.3% | +2.6% | +2.7% |
| YTD | +7.1% | +23.1% | -16.0% | +2.8% |
| 1Y | +5.9% | +22.7% | -16.8% | +1.8% |
| 3Y | +53.9% | +75.4% | -21.5% | +37.4% |
| 5Y | +95.4% | +202.6% | -107.2% | +57.2% |
| 10Y | +193.5% | +213.0% | -19.5% | +121.9% |
| All | +858.5% | +1,275.4% | -416.8% | +299.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling