-5.5%
ETN vs GD
+9.0%
-14.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -2.6% | -7.3% | -9.7% |
| 7D | -10.1% | +3.0% | -13.1% | -10.0% |
| 30D | -18.4% | +10.5% | -28.9% | -18.5% |
| 3M | -20.4% | -5.0% | -15.5% | -19.7% |
| 6M | -16.0% | +5.5% | -21.5% | -15.8% |
| YTD | +11.8% | +10.3% | +1.4% | +6.8% |
| 1Y | -5.5% | +8.2% | -13.6% | -8.2% |
| All | -5.5% | +9.0% | -14.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 1y: compounded portfolio wealth divided by compounded GD 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…
1y analysis · Full analysis span regression · 6 months rolling