+20,513.9%
ETN vs GPC
+2,270.7%
+18,243.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.9% | +5.7% | +4.4% |
| 7D | +8.0% | +0.2% | +7.8% | +7.8% |
| 30D | -5.9% | -0.4% | -5.5% | -5.9% |
| 3M | +5.0% | +39.2% | -34.2% | -15.5% |
| 6M | +22.4% | +18.2% | +4.2% | +7.8% |
| YTD | +33.6% | +12.1% | +21.6% | +20.0% |
| 1Y | +22.1% | -0.7% | +22.8% | +17.4% |
| 3Y | +85.6% | -1.7% | +87.3% | +68.0% |
| 5Y | +179.2% | +29.3% | +150.0% | +110.0% |
| 10Y | +687.3% | +80.7% | +606.7% | +356.0% |
| All | +20,513.9% | +2,270.7% | +18,243.2% | +3,763.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling