+190.4%
ETN vs GM
+78.3%
+112.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.6% | +4.5% | +4.1% |
| 7D | +3.5% | -2.4% | +6.0% | +4.3% |
| 30D | -7.5% | -1.1% | -6.4% | -7.3% |
| 3M | +8.3% | +6.1% | +2.2% | +5.9% |
| 6M | +20.2% | +15.0% | +5.2% | +14.3% |
| YTD | +34.7% | +6.0% | +28.7% | +30.9% |
| 1Y | +19.4% | +47.1% | -27.6% | +3.8% |
| 3Y | +85.5% | +170.5% | -85.0% | +26.8% |
| All | +190.4% | +78.3% | +112.2% | +118.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling