-2.4%
GFS vs ETR
+148.1%
-150.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.7% |
| 7D | +1.0% | +1.4% | -0.4% | +0.6% |
| 30D | -8.6% | +1.0% | -9.6% | -8.8% |
| 3M | -46.5% | -1.3% | -45.3% | -46.5% |
| 6M | -4.8% | +1.9% | -6.7% | -5.4% |
| YTD | +29.7% | +18.2% | +11.5% | +24.0% |
| 1Y | +35.8% | +24.7% | +11.2% | +28.5% |
| 3Y | -18.3% | +150.7% | -169.0% | -35.3% |
| All | -2.4% | +148.1% | -150.5% | -25.2% |
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