+17.7%
GFS vs ETR
+18.4%
-0.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +2.7% | -8.7% | -6.7% |
| 7D | -12.5% | +3.7% | -16.2% | -13.6% |
| 30D | -16.9% | +11.0% | -27.9% | -20.1% |
| 3M | -22.3% | +3.4% | -25.7% | -23.2% |
| 6M | -40.2% | -3.3% | -36.9% | -39.5% |
| YTD | +16.0% | +23.3% | -7.3% | +4.8% |
| 1Y | +17.7% | +19.2% | -1.5% | +8.5% |
| All | +17.7% | +18.4% | -0.7% | +8.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling