+120.5%
ETN vs GPC
+4.3%
+116.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | -13.4% | -6.3% | -7.1% | -11.9% |
| 3M | -21.9% | -8.2% | -13.7% | -20.2% |
| 6M | -12.8% | +27.1% | -39.9% | -21.1% |
| YTD | +12.1% | +3.1% | +9.0% | +8.0% |
| 1Y | +0.8% | +0.1% | +0.8% | -1.7% |
| 3Y | +64.5% | +0.2% | +64.3% | +50.6% |
| All | +120.5% | +4.3% | +116.2% | +85.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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