+19.3%
ETN vs GM
+53.0%
-33.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.6% | +3.3% |
| 7D | +2.0% | +1.9% | +0.1% | +1.6% |
| 30D | -7.9% | -1.4% | -6.6% | -7.7% |
| 3M | -1.6% | +5.9% | -7.5% | -3.2% |
| 6M | +16.9% | +12.4% | +4.5% | +13.0% |
| YTD | +30.1% | +8.6% | +21.4% | +26.0% |
| 1Y | +19.3% | +52.6% | -33.3% | +16.8% |
| All | +19.3% | +53.0% | -33.7% | +16.8% |
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