+16,587.2%
ETN vs GD
+19,982.5%
-3,395.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.6% | +5.1% | +4.8% |
| 7D | -7.6% | -5.0% | -2.7% | -5.5% |
| 30D | -20.8% | +8.9% | -29.7% | -23.7% |
| 3M | -23.6% | -8.0% | -15.5% | -21.0% |
| 6M | -18.5% | +2.9% | -21.4% | -20.1% |
| YTD | +8.2% | +7.1% | +1.1% | +3.6% |
| 1Y | -8.7% | +5.9% | -14.6% | -12.2% |
| 3Y | +63.3% | +53.9% | +9.4% | +32.6% |
| 5Y | +115.6% | +95.4% | +20.2% | +56.9% |
| 10Y | +586.7% | +193.5% | +393.2% | +326.0% |
| All | +16,587.2% | +19,982.5% | -3,395.2% | +6,095.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling