+190.4%
ETN vs GFI
+538.3%
-347.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.0% | +3.0% | +3.9% |
| 7D | +3.5% | -2.7% | +6.2% | +3.7% |
| 30D | -7.5% | +13.2% | -20.8% | -8.4% |
| 3M | +8.3% | +28.5% | -20.2% | +6.0% |
| 6M | +20.2% | -6.2% | +26.4% | +19.7% |
| YTD | +34.7% | +8.7% | +25.9% | +33.2% |
| 1Y | +19.4% | +24.8% | -5.4% | +17.5% |
| 3Y | +85.5% | +298.0% | -212.5% | +75.1% |
| All | +190.4% | +538.3% | -347.8% | +167.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 5y: compounded portfolio wealth divided by compounded GFI 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…
5y analysis · Full analysis span regression · 6 months rolling