+75.8%
GM vs ETR
+122.3%
-46.5%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.5% |
| 7D | -2.4% | -1.8% | -0.6% | -2.0% |
| 30D | -1.1% | -1.8% | +0.6% | -0.7% |
| 3M | +6.1% | -3.6% | +9.7% | +6.9% |
| 6M | +15.0% | +2.6% | +12.3% | +13.3% |
| YTD | +6.0% | +16.0% | -10.0% | +0.5% |
| 1Y | +47.1% | +20.1% | +27.0% | +37.7% |
| 3Y | +170.5% | +143.6% | +26.9% | +89.0% |
| All | +75.8% | +122.3% | -46.5% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling