+1,127.6%
ETN vs GWRE
+741.3%
+386.3%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.6% | +3.4% | +3.8% |
| 7D | +3.5% | -13.2% | +16.8% | +6.3% |
| 30D | -7.5% | -18.6% | +11.1% | -4.8% |
| 3M | +8.3% | +18.9% | -10.6% | +1.2% |
| 6M | +20.2% | -11.0% | +31.1% | +17.9% |
| YTD | +34.7% | -29.9% | +64.6% | +39.2% |
| 1Y | +19.4% | -44.3% | +63.8% | +31.0% |
| 3Y | +85.5% | +51.7% | +33.8% | +51.7% |
| 5Y | +186.6% | +15.4% | +171.2% | +145.2% |
| 10Y | +724.7% | +129.4% | +595.3% | +478.6% |
| All | +1,127.6% | +741.3% | +386.3% | +580.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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