+4,692.6%
ETN vs GPN
+2,487.0%
+2,205.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.1% |
| 7D | +3.5% | -4.6% | +8.1% | +5.2% |
| 30D | -7.5% | -0.3% | -7.2% | -7.7% |
| 3M | +8.3% | +35.4% | -27.1% | -4.8% |
| 6M | +20.2% | +21.7% | -1.5% | +9.0% |
| YTD | +34.7% | +14.9% | +19.8% | +23.0% |
| 1Y | +19.4% | +3.2% | +16.3% | +13.0% |
| 3Y | +85.5% | -27.1% | +112.6% | +94.4% |
| 5Y | +186.6% | -44.4% | +231.0% | +221.5% |
| 10Y | +724.7% | +27.0% | +697.7% | +563.6% |
| All | +4,692.6% | +2,487.0% | +2,205.6% | +1,648.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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