+22.1%
ETN vs GD
+12.5%
+9.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.8% | +3.5% | +2.8% |
| 7D | +8.0% | -3.5% | +11.5% | +8.5% |
| 30D | -5.9% | -9.0% | +3.1% | -4.9% |
| 3M | +5.0% | +5.1% | -0.1% | +4.3% |
| 6M | +22.4% | -1.0% | +23.4% | +24.3% |
| YTD | +33.6% | +7.3% | +26.3% | +29.1% |
| 1Y | +22.1% | +12.4% | +9.7% | +18.2% |
| All | +22.1% | +12.5% | +9.6% | +18.2% |
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