+409.4%
GE vs ETN
+185.4%
+224.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.1% | -2.1% |
| 7D | -4.0% | +3.5% | -7.5% | -5.7% |
| 30D | -11.4% | -7.5% | -3.9% | -8.1% |
| 3M | -2.6% | +8.3% | -10.9% | -7.9% |
| 6M | -0.3% | +20.2% | -20.5% | -11.7% |
| YTD | +5.4% | +34.7% | -29.3% | -12.7% |
| 1Y | +15.5% | +19.4% | -3.9% | +1.5% |
| 3Y | +260.8% | +85.5% | +175.3% | +135.5% |
| All | +409.4% | +185.4% | +224.0% | +140.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 5y: compounded portfolio wealth divided by compounded ETN 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…
5y analysis · Full analysis span regression · 6 months rolling