+20,176.5%
ETN vs GSK
+1,660.2%
+18,516.2%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.7% |
| 7D | +6.2% | -3.6% | +9.8% | +7.3% |
| 30D | -6.7% | -5.9% | -0.8% | -5.2% |
| 3M | +3.6% | -4.3% | +7.9% | +4.2% |
| 6M | +18.3% | -10.8% | +29.1% | +21.4% |
| YTD | +31.5% | +1.8% | +29.7% | +29.3% |
| 1Y | +20.6% | +23.5% | -2.9% | +11.3% |
| 3Y | +82.5% | +49.5% | +33.0% | +54.8% |
| 5Y | +177.8% | +49.7% | +128.1% | +132.0% |
| 10Y | +705.0% | +81.9% | +623.1% | +528.0% |
| All | +20,176.5% | +1,660.2% | +18,516.2% | +9,857.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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