+19,963.1%
ETN vs GD
+20,186.5%
-223.5%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.8% | +5.2% | +4.2% |
| 7D | +2.0% | -5.3% | +7.3% | +4.3% |
| 30D | -7.9% | -6.4% | -1.5% | -5.4% |
| 3M | -1.6% | +5.7% | -7.3% | -4.3% |
| 6M | +16.9% | -0.9% | +17.8% | +16.3% |
| YTD | +30.1% | +8.2% | +21.9% | +24.2% |
| 1Y | +19.3% | +13.4% | +5.9% | +11.6% |
| 3Y | +82.5% | +68.5% | +14.0% | +42.3% |
| 5Y | +166.8% | +97.2% | +69.7% | +93.7% |
| 10Y | +649.7% | +190.2% | +459.5% | +367.7% |
| All | +19,963.1% | +20,186.5% | -223.5% | +7,328.7% |
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 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