+0.8%
ETN vs GGLL
-11.0%
+11.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.5% |
| 7D | +3.6% | +7.7% | -4.1% | +2.8% |
| 30D | -13.4% | -30.2% | +16.8% | -10.3% |
| 3M | -21.9% | -31.3% | +9.4% | -19.1% |
| 6M | -12.8% | -52.1% | +39.3% | -6.0% |
| YTD | +12.1% | -25.9% | +37.9% | +10.1% |
| 1Y | +0.8% | -8.5% | +9.3% | -3.6% |
| All | +0.8% | -11.0% | +11.9% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling