+561.5%
ETN vs GD
+185.2%
+376.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.3% | +2.9% | +3.7% |
| 7D | -1.8% | -3.0% | +1.2% | +0.4% |
| 30D | -16.4% | +9.3% | -25.7% | -21.0% |
| 3M | -19.9% | -7.2% | -12.7% | -16.3% |
| 6M | -10.3% | +5.5% | -15.7% | -14.4% |
| YTD | +13.8% | +9.5% | +4.3% | +4.4% |
| 1Y | -3.1% | +6.4% | -9.5% | -9.2% |
| 3Y | +70.1% | +59.8% | +10.3% | +16.7% |
| 5Y | +122.3% | +98.0% | +24.3% | +26.0% |
| 10Y | +561.5% | +177.4% | +384.1% | +185.6% |
| All | +561.5% | +185.2% | +376.3% | +185.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling