+13.9%
ETN vs GM
+15.6%
-1.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.4% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -10.9% | -3.4% | -7.5% | -9.9% |
| 3M | +9.2% | +8.7% | +0.6% | +4.6% |
| 6M | +13.9% | +15.4% | -1.5% | +5.2% |
| All | +13.9% | +15.6% | -1.6% | +5.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling