+3,942.2%
ETN vs GME
+1,127.7%
+2,814.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +5.3% | -6.9% | -2.0% |
| 7D | +6.2% | +4.8% | +1.4% | +5.9% |
| 30D | -6.7% | +5.9% | -12.5% | -7.0% |
| 3M | +3.6% | -10.7% | +14.3% | +4.2% |
| 6M | +18.3% | -19.8% | +38.1% | +19.6% |
| YTD | +31.5% | -0.9% | +32.4% | +31.0% |
| 1Y | +20.6% | -15.7% | +36.3% | +21.3% |
| 3Y | +82.5% | +12.3% | +70.2% | +65.6% |
| 5Y | +177.8% | -60.1% | +237.8% | +158.5% |
| 10Y | +705.0% | +265.3% | +439.7% | +217.9% |
| All | +3,942.2% | +1,127.7% | +2,814.6% | +1,034.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling