-27.0%
ETHA vs GFS
-14.8%
-12.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.5% |
| 7D | +3.5% | +3.8% | -0.4% | +2.1% |
| 30D | +35.3% | -11.7% | +47.0% | +40.9% |
| 3M | +50.9% | -41.8% | +92.6% | +80.7% |
| 6M | +22.1% | +6.6% | +15.5% | +7.6% |
| YTD | -14.6% | +34.6% | -49.2% | -34.4% |
| 1Y | -42.8% | +46.2% | -88.9% | -57.7% |
| All | -27.0% | -14.8% | -12.2% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling