+4,542.6%
GLW vs ETN
+20,051.4%
-15,508.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +3.5% | +2.2% | +3.6% |
| 7D | +3.8% | +2.0% | +1.8% | +2.6% |
| 30D | -1.3% | -7.9% | +6.6% | +3.9% |
| 3M | -21.8% | -1.6% | -20.2% | -19.7% |
| 6M | +6.9% | +16.9% | -10.0% | +0.9% |
| YTD | +77.2% | +30.1% | +47.1% | +57.5% |
| 1Y | +123.2% | +19.3% | +103.9% | +108.7% |
| 3Y | +400.0% | +82.5% | +317.5% | +254.1% |
| 5Y | +342.8% | +166.8% | +176.0% | +147.9% |
| 10Y | +771.4% | +649.7% | +121.7% | +172.2% |
| All | +4,542.6% | +20,051.4% | -15,508.9% | +217.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling