+85.5%
ETN vs GME
+18.5%
+67.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.2% | +3.9% |
| 7D | +3.5% | +10.4% | -6.9% | +3.3% |
| 30D | -7.5% | +14.1% | -21.6% | -7.8% |
| 3M | +8.3% | -4.6% | +13.0% | +8.4% |
| 6M | +20.2% | -13.5% | +33.7% | +20.5% |
| YTD | +34.7% | +5.3% | +29.3% | +34.3% |
| 1Y | +19.4% | -14.9% | +34.3% | +19.7% |
| 3Y | +85.5% | +24.3% | +61.2% | +84.8% |
| All | +85.5% | +18.5% | +67.0% | +84.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 3y: compounded portfolio wealth divided by compounded GME 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…
3y analysis · Full analysis span regression · 6 months rolling