+166.1%
ETN vs GGLL
+194.0%
-27.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -1.0% |
| 7D | -9.3% | +5.1% | -14.4% | -10.2% |
| 30D | -17.3% | -35.5% | +18.2% | -11.3% |
| 3M | -20.1% | -39.2% | +19.0% | -13.8% |
| 6M | -11.3% | -54.4% | +43.1% | 0.0% |
| YTD | +12.5% | -29.8% | +42.3% | +14.9% |
| 1Y | -5.6% | -20.4% | +14.8% | -6.4% |
| 3Y | +65.6% | +149.7% | -84.1% | +25.8% |
| All | +166.1% | +194.0% | -27.9% | +100.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling