+401.3%
GH vs ETR
+255.1%
+146.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | -0.1% | +1.4% | -1.5% | -0.6% |
| 30D | -1.1% | +1.0% | -2.1% | -1.5% |
| 3M | +21.3% | -1.3% | +22.6% | +21.5% |
| 6M | +73.5% | +1.9% | +71.6% | +71.1% |
| YTD | +58.0% | +18.2% | +39.9% | +46.9% |
| 1Y | +163.1% | +24.7% | +138.4% | +139.7% |
| 3Y | +361.0% | +150.7% | +210.4% | +214.2% |
| 5Y | +22.5% | +127.0% | -104.5% | -14.2% |
| All | +401.3% | +255.1% | +146.2% | +243.7% |
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