-42.8%
ETHA vs GFS
+47.5%
-90.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.7% |
| 7D | +3.5% | +3.8% | -0.4% | +2.5% |
| 30D | +35.3% | -11.7% | +47.0% | +39.3% |
| 3M | +50.9% | -41.8% | +92.6% | +73.5% |
| 6M | +22.1% | +6.6% | +15.5% | +5.2% |
| YTD | -14.6% | +34.6% | -49.2% | -38.2% |
| 1Y | -42.8% | +46.2% | -88.9% | -59.5% |
| All | -42.8% | +47.5% | -90.3% | -59.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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