-29.3%
ETHA vs GFS
-16.6%
-12.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.4% | +3.2% | -5.6% | -3.5% |
| 30D | +30.9% | -9.6% | +40.5% | +34.9% |
| 3M | +51.1% | -38.5% | +89.6% | +76.4% |
| 6M | +20.5% | -1.3% | +21.8% | +9.8% |
| YTD | -17.3% | +31.8% | -49.1% | -36.0% |
| 1Y | -43.2% | +44.6% | -87.8% | -57.9% |
| All | -29.3% | -16.6% | -12.6% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling