+17,189.5%
ETN vs GPC
+2,081.1%
+15,108.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.9% |
| 7D | +3.6% | +0.4% | +3.2% | +3.4% |
| 30D | -13.4% | -6.3% | -7.1% | -10.5% |
| 3M | -21.9% | -8.2% | -13.7% | -18.6% |
| 6M | -12.8% | +27.1% | -39.9% | -26.6% |
| YTD | +12.1% | +3.1% | +9.0% | +4.9% |
| 1Y | +0.8% | +0.1% | +0.8% | -3.9% |
| 3Y | +64.5% | +0.2% | +64.3% | +46.6% |
| 5Y | +121.7% | +4.9% | +116.9% | +88.7% |
| 10Y | +542.2% | +75.2% | +467.0% | +275.4% |
| All | +17,189.5% | +2,081.1% | +15,108.4% | +3,278.3% |
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