-27.0%
ETHA vs GDDY
-33.7%
+6.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.8% | +1.5% | +2.9% |
| 7D | +3.5% | -3.2% | +6.7% | +3.9% |
| 30D | +35.3% | +6.8% | +28.5% | +33.5% |
| 3M | +50.9% | +30.5% | +20.4% | +42.3% |
| 6M | +22.1% | +13.3% | +8.8% | +18.0% |
| YTD | -14.6% | -21.0% | +6.4% | -5.3% |
| 1Y | -42.8% | -34.0% | -8.8% | -31.3% |
| All | -27.0% | -33.7% | +6.8% | -29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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