+85.5%
ETN vs GFS
-19.7%
+105.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.2% | +1.8% | +3.2% |
| 7D | +3.5% | +3.8% | -0.3% | +2.2% |
| 30D | -7.5% | -11.7% | +4.2% | -3.7% |
| 3M | +8.3% | -41.8% | +50.1% | +28.4% |
| 6M | +20.2% | +6.6% | +13.5% | +16.0% |
| YTD | +34.7% | +34.6% | 0.0% | +19.6% |
| 1Y | +19.4% | +46.2% | -26.7% | +2.8% |
| 3Y | +85.5% | -20.3% | +105.8% | +81.6% |
| All | +85.5% | -19.7% | +105.2% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling