+531.4%
ETN vs GD
+180.8%
+350.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -2.1% |
| 7D | -9.3% | -1.9% | -7.4% | -8.0% |
| 30D | -17.3% | +10.9% | -28.2% | -22.7% |
| 3M | -20.1% | -6.8% | -13.4% | -16.7% |
| 6M | -11.3% | +7.0% | -18.3% | -16.1% |
| YTD | +12.5% | +11.1% | +1.4% | +2.3% |
| 1Y | -5.6% | +7.0% | -12.6% | -11.8% |
| 3Y | +65.6% | +59.9% | +5.7% | +13.8% |
| 5Y | +122.4% | +102.5% | +20.0% | +24.2% |
| 10Y | +531.4% | +174.0% | +357.4% | +181.8% |
| All | +531.4% | +180.8% | +350.6% | +181.8% |
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