+19.4%
ETN vs GTLB
-4.2%
+23.7%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +3.9% |
| 7D | +3.5% | -5.7% | +9.2% | +3.2% |
| 30D | -7.5% | +15.1% | -22.7% | -6.6% |
| 3M | +8.3% | +65.5% | -57.1% | +12.2% |
| 6M | +20.2% | +102.9% | -82.7% | +26.6% |
| YTD | +34.7% | +25.2% | +9.5% | +44.4% |
| 1Y | +19.4% | -5.5% | +25.0% | +33.6% |
| All | +19.4% | -4.2% | +23.7% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 1y: compounded portfolio wealth divided by compounded GTLB 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…
1y analysis · Full analysis span regression · 6 months rolling