+851.8%
GLW vs ETN
+730.7%
+121.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.0% | -2.0% | -0.9% |
| 7D | +7.8% | +3.5% | +4.3% | +5.2% |
| 30D | -0.4% | -7.5% | +7.1% | +5.6% |
| 3M | -5.6% | +8.3% | -13.9% | -9.2% |
| 6M | +26.7% | +20.2% | +6.5% | +15.6% |
| YTD | +91.0% | +34.7% | +56.4% | +62.2% |
| 1Y | +122.4% | +19.4% | +103.0% | +104.2% |
| 3Y | +471.0% | +85.5% | +385.5% | +272.4% |
| 5Y | +385.6% | +186.6% | +199.0% | +125.3% |
| All | +851.8% | +730.7% | +121.1% | +131.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling