+105.9%
GILD vs ETN
+86.8%
+19.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.0% | -4.7% | -0.8% |
| 7D | -4.8% | +3.5% | -8.4% | -4.9% |
| 30D | +5.8% | -7.5% | +13.3% | +5.9% |
| 3M | +14.9% | +8.3% | +6.6% | +14.4% |
| 6M | -0.4% | +20.2% | -20.5% | -1.3% |
| YTD | +18.5% | +34.7% | -16.1% | +17.3% |
| 1Y | +25.1% | +19.4% | +5.7% | +23.9% |
| 3Y | +105.9% | +85.5% | +20.4% | +91.5% |
| All | +105.9% | +86.8% | +19.1% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling