-5.5%
ETN vs GM
+37.1%
-42.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +4.6% | -14.5% | -10.8% |
| 7D | -10.1% | +12.1% | -22.2% | -12.9% |
| 30D | -18.4% | +15.2% | -33.6% | -21.5% |
| 3M | -20.4% | +4.9% | -25.3% | -21.7% |
| 6M | -16.0% | +22.6% | -38.6% | -22.1% |
| YTD | +11.8% | +14.4% | -2.6% | +4.2% |
| 1Y | -5.5% | +39.4% | -44.9% | -23.3% |
| All | -5.5% | +37.1% | -42.6% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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