+450.5%
ETN vs GH
+486.6%
-36.1%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.8% | -1.8% |
| 7D | +6.2% | -0.2% | +6.4% | +6.2% |
| 30D | -6.7% | -2.6% | -4.0% | -6.4% |
| 3M | +3.6% | +25.1% | -21.5% | +0.7% |
| 6M | +18.3% | +78.5% | -60.2% | +9.9% |
| YTD | +31.5% | +59.4% | -27.9% | +23.5% |
| 1Y | +20.6% | +173.9% | -153.3% | +5.7% |
| 3Y | +82.5% | +382.7% | -300.2% | +45.3% |
| 5Y | +177.8% | +24.4% | +153.4% | +143.2% |
| All | +450.5% | +486.6% | -36.1% | +293.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling