-24.8%
ETHA vs GFI
+6.9%
-31.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +6.3% | -0.6% | +3.3% |
| 7D | +2.1% | +1.4% | +0.7% | +1.5% |
| 30D | -10.7% | +3.0% | -13.7% | -11.8% |
| 3M | +29.0% | +10.2% | +18.8% | +23.3% |
| 6M | +2.7% | -10.1% | +12.7% | +4.6% |
| YTD | -18.7% | -11.4% | -7.2% | -19.5% |
| 1Y | -24.8% | +8.4% | -33.3% | -36.1% |
| All | -24.8% | +6.9% | -31.8% | -36.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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