+240.0%
GM vs ET
+595.5%
-355.5%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.2% | +2.6% | +2.8% |
| 7D | -1.1% | +1.4% | -2.4% | -1.4% |
| 30D | -3.4% | +4.6% | -8.0% | -4.5% |
| 3M | +8.7% | +16.0% | -7.3% | +4.7% |
| 6M | +15.4% | +22.8% | -7.4% | +9.5% |
| YTD | +6.6% | +38.9% | -32.2% | -1.9% |
| 1Y | +51.5% | +34.1% | +17.4% | +40.4% |
| 3Y | +169.3% | +98.8% | +70.5% | +126.3% |
| 5Y | +81.6% | +246.8% | -165.3% | +34.8% |
| 10Y | +240.7% | +174.4% | +66.3% | +147.2% |
| All | +240.0% | +595.5% | -355.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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