-28.7%
ETHA vs GAP
+9.1%
-37.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +2.7% | +1.7% | +1.0% | +2.2% |
| 30D | +29.4% | +9.3% | +20.0% | +25.0% |
| 3M | +47.2% | +6.1% | +41.1% | +43.2% |
| 6M | +25.4% | -2.3% | +27.7% | +23.3% |
| YTD | -16.5% | -10.6% | -5.9% | -15.9% |
| 1Y | -42.3% | -4.4% | -37.9% | -43.9% |
| All | -28.7% | +9.1% | -37.8% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling