+868.3%
GD vs ET
+1,435.0%
-566.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -1.8% |
| 7D | -5.3% | +0.9% | -6.1% | -5.4% |
| 30D | -6.4% | +7.5% | -13.9% | -7.7% |
| 3M | +5.7% | +11.4% | -5.7% | +3.6% |
| 6M | -0.9% | +18.5% | -19.5% | -4.1% |
| YTD | +8.2% | +37.4% | -29.2% | +1.9% |
| 1Y | +13.4% | +30.9% | -17.5% | +7.7% |
| 3Y | +68.5% | +98.7% | -30.2% | +47.1% |
| 5Y | +97.2% | +230.7% | -133.6% | +55.9% |
| 10Y | +190.2% | +175.6% | +14.6% | +122.8% |
| All | +868.3% | +1,435.0% | -566.7% | +295.2% |
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 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