+1,156.1%
ETN vs GM
+232.1%
+924.0%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -2.7% |
| 7D | +3.0% | -1.1% | +4.1% | +3.4% |
| 30D | -10.9% | -3.4% | -7.5% | -9.7% |
| 3M | +9.2% | +8.7% | +0.6% | +4.8% |
| 6M | +13.9% | +15.4% | -1.5% | +6.2% |
| YTD | +29.5% | +6.6% | +22.9% | +24.2% |
| 1Y | +14.2% | +51.5% | -37.3% | -7.1% |
| 3Y | +79.9% | +169.3% | -89.5% | +7.6% |
| 5Y | +175.7% | +81.6% | +94.1% | +87.9% |
| 10Y | +693.2% | +240.7% | +452.6% | +244.1% |
| All | +1,156.1% | +232.1% | +924.0% | +399.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling