+388.8%
GH vs ETR
+248.7%
+140.1%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -0.9% |
| 7D | -2.5% | -1.8% | -0.7% | -1.9% |
| 30D | -4.7% | -1.8% | -2.9% | -4.1% |
| 3M | +20.2% | -3.6% | +23.8% | +21.5% |
| 6M | +78.8% | +2.6% | +76.2% | +75.8% |
| YTD | +54.1% | +16.0% | +38.1% | +44.2% |
| 1Y | +177.1% | +20.1% | +156.9% | +156.1% |
| 3Y | +371.6% | +143.6% | +228.0% | +225.1% |
| 5Y | +21.9% | +124.4% | -102.4% | -14.3% |
| All | +388.8% | +248.7% | +140.1% | +237.3% |
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