+174.0%
GD vs ETR
+369.0%
-195.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -1.9% | +2.6% | -4.4% | -2.9% |
| 30D | +10.9% | +8.7% | +2.3% | +7.4% |
| 3M | -6.8% | +6.4% | -13.1% | -9.1% |
| 6M | +7.0% | +0.7% | +6.3% | +6.4% |
| YTD | +11.1% | +23.0% | -11.9% | +1.7% |
| 1Y | +7.0% | +17.9% | -10.9% | -0.4% |
| 3Y | +59.9% | +154.9% | -95.0% | +4.6% |
| 5Y | +102.5% | +157.3% | -54.8% | +30.2% |
| 10Y | +174.0% | +373.4% | -199.3% | +64.1% |
| All | +174.0% | +369.0% | -195.0% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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