+53.9%
GD vs ETR
+146.5%
-92.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.9% | -0.7% |
| 7D | -5.0% | +0.4% | -5.4% | -5.0% |
| 30D | +8.9% | +7.5% | +1.4% | +7.7% |
| 3M | -8.0% | +4.4% | -12.5% | -8.7% |
| 6M | +2.9% | -1.5% | +4.4% | +3.0% |
| YTD | +7.1% | +21.8% | -14.7% | +3.8% |
| 1Y | +5.9% | +18.4% | -12.5% | +3.1% |
| 3Y | +53.9% | +148.5% | -94.7% | +38.4% |
| All | +53.9% | +146.5% | -92.6% | +38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling