+123.2%
GLW vs ETN
+20.7%
+102.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +1.6% |
| 7D | +3.8% | +2.0% | +1.8% | +1.4% |
| 30D | -1.3% | -7.9% | +6.6% | +9.0% |
| 3M | -21.8% | -1.6% | -20.2% | -18.6% |
| 6M | +6.9% | +16.9% | -10.0% | -5.2% |
| YTD | +77.2% | +30.1% | +47.1% | +41.9% |
| 1Y | +123.2% | +19.3% | +103.9% | +98.9% |
| All | +123.2% | +20.7% | +102.6% | +98.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling