-42.7%
ETHA vs GAP
+1.5%
-44.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | +0.8% | -4.5% | +5.3% | +1.4% |
| 30D | +27.9% | +9.0% | +18.9% | +25.7% |
| 3M | +38.3% | +5.0% | +33.3% | +36.6% |
| 6M | +14.0% | -17.8% | +31.8% | +17.7% |
| YTD | -17.4% | -10.4% | -7.0% | -16.6% |
| 1Y | -42.7% | -3.4% | -39.3% | -48.6% |
| All | -42.7% | +1.5% | -44.2% | -48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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