+118.0%
GLW vs ETN
+13.8%
+104.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -1.4% |
| 7D | +11.7% | +3.0% | +8.7% | +8.0% |
| 30D | +2.7% | -10.9% | +13.6% | +18.2% |
| 3M | -2.8% | +9.2% | -12.1% | -10.3% |
| 6M | +20.2% | +13.9% | +6.2% | +9.0% |
| YTD | +87.3% | +29.5% | +57.7% | +50.6% |
| All | +118.0% | +13.8% | +104.3% | +98.5% |
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 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