-27.0%
ETHA vs GFI
+191.9%
-218.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.4% |
| 7D | +3.5% | -4.9% | +8.3% | +4.2% |
| 30D | +35.3% | +10.7% | +24.6% | +33.5% |
| 3M | +50.9% | +25.6% | +25.2% | +46.2% |
| 6M | +22.1% | -8.3% | +30.4% | +21.2% |
| YTD | -14.6% | +6.3% | -20.9% | -14.4% |
| 1Y | -42.8% | +22.1% | -64.9% | -41.9% |
| All | -27.0% | +191.9% | -218.9% | -19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling