+387.8%
GH vs ETR
+148.1%
+239.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.4% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | -2.6% | +2.0% | -4.7% | -3.2% |
| 3M | +25.1% | -1.7% | +26.8% | +25.3% |
| 6M | +78.5% | +3.6% | +74.9% | +75.6% |
| YTD | +59.4% | +18.0% | +41.3% | +49.8% |
| 1Y | +173.9% | +26.2% | +147.6% | +152.7% |
| All | +387.8% | +148.1% | +239.7% | +231.8% |
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