-29.4%
ETHA vs GD
+27.6%
-57.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.9% | -1.8% |
| 7D | +0.8% | -5.3% | +6.1% | +3.4% |
| 30D | +27.9% | -6.4% | +34.3% | +31.6% |
| 3M | +38.3% | +5.7% | +32.6% | +33.1% |
| 6M | +14.0% | -0.9% | +14.9% | +14.5% |
| YTD | -17.4% | +8.2% | -25.6% | -21.1% |
| 1Y | -42.7% | +13.4% | -56.1% | -45.9% |
| All | -29.4% | +27.6% | -57.0% | -35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling