+206.5%
ETN vs GGLL
+313.5%
-107.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.7% |
| 7D | +3.0% | -5.8% | +8.8% | +4.1% |
| 30D | -10.9% | -7.2% | -3.7% | -9.8% |
| 3M | +9.2% | -17.5% | +26.8% | +11.9% |
| 6M | +13.9% | +5.1% | +8.9% | +9.9% |
| YTD | +29.5% | -1.3% | +30.9% | +25.9% |
| 1Y | +14.2% | +60.2% | -46.0% | -0.4% |
| 3Y | +79.9% | +230.8% | -150.9% | +30.9% |
| All | +206.5% | +313.5% | -107.1% | +120.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded GGLL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling