-2.7%
GFS vs ETR
+151.0%
-153.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.4% | -0.6% |
| 7D | +2.6% | +1.4% | +1.2% | +2.3% |
| 30D | -16.4% | +1.9% | -18.3% | -16.8% |
| 3M | -41.6% | +1.0% | -42.6% | -41.8% |
| 6M | -3.7% | +4.8% | -8.5% | -5.0% |
| YTD | +29.3% | +19.5% | +9.8% | +23.3% |
| 1Y | +37.1% | +28.1% | +9.0% | +28.8% |
| 3Y | -22.1% | +151.1% | -173.3% | -38.3% |
| All | -2.7% | +151.0% | -153.6% | -25.6% |
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 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