+85.6%
ETN vs GGLL
+247.9%
-162.3%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.8% |
| 7D | +8.0% | +1.9% | +6.2% | +7.6% |
| 30D | -5.9% | -9.7% | +3.8% | -4.2% |
| 3M | +5.0% | -18.0% | +23.0% | +8.0% |
| 6M | +22.4% | +15.3% | +7.2% | +15.1% |
| YTD | +33.6% | +2.2% | +31.4% | +28.3% |
| 1Y | +22.1% | +73.1% | -51.0% | +2.3% |
| 3Y | +85.6% | +242.7% | -157.1% | +25.7% |
| All | +85.6% | +247.9% | -162.3% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling