+19,778.3%
GD vs ETR
+4,539.7%
+15,238.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.4% | -0.9% | -1.9% |
| 7D | -3.9% | +0.3% | -4.2% | -4.0% |
| 30D | +8.1% | +6.8% | +1.2% | +5.8% |
| 3M | -6.8% | +3.8% | -10.6% | -8.0% |
| 6M | +3.0% | -5.5% | +8.5% | +4.6% |
| YTD | +7.8% | +21.5% | -13.7% | +0.5% |
| 1Y | +5.8% | +17.4% | -11.6% | -0.2% |
| 3Y | +55.3% | +147.7% | -92.4% | +12.2% |
| 5Y | +96.7% | +152.0% | -55.4% | +40.2% |
| 10Y | +195.4% | +353.4% | -158.0% | +72.9% |
| All | +19,778.3% | +4,539.7% | +15,238.6% | +6,170.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling