+464.0%
ETN vs GH
+467.1%
-3.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +3.5% | -2.5% | +6.0% | +3.8% |
| 30D | -7.5% | -4.7% | -2.8% | -7.0% |
| 3M | +8.3% | +20.2% | -11.9% | +5.8% |
| 6M | +20.2% | +78.8% | -58.6% | +11.6% |
| YTD | +34.7% | +54.1% | -19.4% | +27.0% |
| 1Y | +19.4% | +177.1% | -157.6% | +4.7% |
| 3Y | +85.5% | +371.6% | -286.1% | +48.1% |
| 5Y | +186.6% | +21.9% | +164.7% | +151.5% |
| All | +464.0% | +467.1% | -3.2% | +304.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling