+211.0%
ETN vs GGLL
+309.0%
-98.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.5% | +2.9% | -0.8% |
| 7D | +6.2% | -3.9% | +10.1% | +7.0% |
| 30D | -6.7% | -15.4% | +8.7% | -4.0% |
| 3M | +3.6% | -21.9% | +25.5% | +7.3% |
| 6M | +18.3% | +4.5% | +13.8% | +14.3% |
| YTD | +31.5% | -2.4% | +33.9% | +28.0% |
| 1Y | +20.6% | +57.8% | -37.2% | +5.5% |
| 3Y | +82.5% | +227.2% | -144.7% | +33.1% |
| All | +211.0% | +309.0% | -98.0% | +123.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling