+20,176.5%
ETN vs GAP
+2,145.7%
+18,030.7%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +2.9% | -0.6% |
| 7D | +6.2% | -3.2% | +9.4% | +7.0% |
| 30D | -6.7% | -0.7% | -6.0% | -6.9% |
| 3M | +3.6% | -0.5% | +4.1% | +2.9% |
| 6M | +18.3% | -5.0% | +23.3% | +18.0% |
| YTD | +31.5% | -14.7% | +46.1% | +33.7% |
| 1Y | +20.6% | -8.6% | +29.2% | +20.2% |
| 3Y | +82.5% | +108.4% | -25.8% | +41.5% |
| 5Y | +177.8% | +5.8% | +172.0% | +136.7% |
| 10Y | +705.0% | +29.6% | +675.4% | +472.3% |
| All | +20,176.5% | +2,145.7% | +18,030.7% | +8,315.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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