+188.1%
ETN vs GTLB
-50.1%
+238.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.7% | +4.6% | +4.0% |
| 7D | +3.5% | -5.7% | +9.2% | +4.1% |
| 30D | -7.5% | +15.1% | -22.7% | -9.0% |
| 3M | +8.3% | +65.5% | -57.1% | +2.5% |
| 6M | +20.2% | +102.9% | -82.7% | +10.3% |
| YTD | +34.7% | +25.2% | +9.5% | +30.1% |
| 1Y | +19.4% | -5.5% | +25.0% | +18.9% |
| 3Y | +85.5% | -10.9% | +96.4% | +81.9% |
| All | +188.1% | -50.1% | +238.2% | +181.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling