-5.5%
ETN vs GH
+80.5%
-86.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -3.7% | -6.2% | -9.3% |
| 7D | -10.1% | -7.7% | -2.5% | -9.1% |
| 30D | -18.4% | -10.0% | -8.4% | -17.4% |
| 3M | -20.4% | +5.5% | -25.9% | -21.1% |
| 6M | -16.0% | +84.9% | -100.9% | -23.6% |
| YTD | +11.8% | +65.0% | -53.3% | +2.6% |
| 1Y | -5.5% | +71.8% | -77.3% | -14.3% |
| All | -5.5% | +80.5% | -86.0% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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