+705.0%
ETN vs GD
+188.9%
+516.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -0.9% |
| 7D | +6.2% | -3.1% | +9.4% | +8.4% |
| 30D | -6.7% | -10.9% | +4.3% | +0.5% |
| 3M | +3.6% | +2.5% | +1.1% | +1.3% |
| 6M | +18.3% | -1.7% | +20.0% | +17.9% |
| YTD | +31.5% | +6.1% | +25.3% | +23.3% |
| 1Y | +20.6% | +11.7% | +8.9% | +9.0% |
| 3Y | +82.5% | +71.8% | +10.8% | +17.5% |
| 5Y | +177.8% | +92.2% | +85.6% | +60.2% |
| 10Y | +705.0% | +192.2% | +512.8% | +198.7% |
| All | +705.0% | +188.9% | +516.1% | +198.7% |
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