-24.9%
GFS vs ETR
+146.5%
-171.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.2% |
| 7D | -7.8% | +0.4% | -8.2% | -7.9% |
| 30D | -19.7% | +7.5% | -27.2% | -21.0% |
| 3M | -23.1% | +4.4% | -27.6% | -23.9% |
| 6M | -46.4% | -1.5% | -44.8% | -46.3% |
| YTD | +11.0% | +21.8% | -10.7% | +6.4% |
| 1Y | +12.6% | +18.4% | -5.7% | +8.5% |
| 3Y | -24.9% | +148.5% | -173.5% | -32.5% |
| All | -24.9% | +146.5% | -171.5% | -32.5% |
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 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