-36.1%
ETHA vs GD
+26.3%
-62.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.2% | -0.6% |
| 7D | -0.2% | -5.0% | +4.8% | +1.9% |
| 30D | -13.4% | +8.9% | -22.3% | -16.9% |
| 3M | +16.5% | -8.0% | +24.6% | +20.5% |
| 6M | -5.3% | +2.9% | -8.2% | -8.0% |
| YTD | -25.2% | +7.1% | -32.3% | -28.5% |
| 1Y | -32.9% | +5.9% | -38.8% | -35.3% |
| All | -36.1% | +26.3% | -62.4% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 3y: compounded portfolio wealth divided by compounded GD 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…
3y analysis · Full analysis span regression · 6 months rolling