+190.4%
ETN vs GIS
-25.1%
+215.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +3.9% |
| 7D | +3.5% | -6.4% | +9.9% | +2.5% |
| 30D | -7.5% | -6.1% | -1.4% | -8.3% |
| 3M | +8.3% | +7.8% | +0.5% | +9.4% |
| 6M | +20.2% | -8.8% | +29.0% | +20.4% |
| YTD | +34.7% | -19.1% | +53.8% | +34.1% |
| 1Y | +19.4% | -24.8% | +44.2% | +18.7% |
| 3Y | +85.5% | -37.6% | +123.1% | +81.7% |
| All | +190.4% | -25.1% | +215.5% | +158.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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