+169.8%
ETN vs GGLL
+217.5%
-47.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.5% | -4.0% | -1.1% |
| 7D | +10.1% | +11.5% | -1.4% | +8.0% |
| 30D | -15.9% | -31.2% | +15.3% | -10.8% |
| 3M | -21.7% | -28.7% | +7.0% | -17.8% |
| 6M | -10.1% | -47.2% | +37.1% | -1.3% |
| YTD | +14.0% | -24.3% | +38.3% | +14.9% |
| 1Y | -1.7% | -12.0% | +10.3% | -4.3% |
| 3Y | +67.9% | +169.6% | -101.8% | +25.8% |
| All | +169.8% | +217.5% | -47.7% | +100.8% |
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