+230.7%
GM vs ETR
+460.6%
-229.9%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.3% | -1.1% | -1.8% |
| 7D | -1.1% | +0.4% | -1.5% | -1.3% |
| 30D | -4.6% | +2.0% | -6.6% | -5.5% |
| 3M | +0.2% | -1.7% | +1.9% | +0.6% |
| 6M | +12.6% | +3.6% | +9.0% | +9.9% |
| YTD | +3.7% | +18.0% | -14.4% | -4.6% |
| 1Y | +45.6% | +26.2% | +19.4% | +29.7% |
| 3Y | +162.0% | +148.0% | +14.0% | +65.8% |
| 5Y | +80.5% | +126.1% | -45.6% | +17.9% |
| 10Y | +231.3% | +302.3% | -70.9% | +68.1% |
| All | +230.7% | +460.6% | -229.9% | +19.9% |
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