+19,880.1%
ETN vs GIS
+1,410.0%
+18,470.1%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.0% | +1.6% | -0.7% |
| 7D | +3.0% | -8.4% | +11.4% | +5.3% |
| 30D | -10.9% | -5.2% | -5.7% | -9.9% |
| 3M | +9.2% | +8.2% | +1.1% | +5.7% |
| 6M | +13.9% | -12.0% | +25.9% | +16.3% |
| YTD | +29.5% | -18.9% | +48.4% | +34.8% |
| 1Y | +14.2% | -23.6% | +37.8% | +20.4% |
| 3Y | +79.9% | -37.6% | +117.5% | +96.4% |
| 5Y | +175.7% | -25.2% | +200.9% | +179.5% |
| 10Y | +693.2% | -19.3% | +712.6% | +655.9% |
| All | +19,880.1% | +1,410.0% | +18,470.1% | +8,306.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling