-28.7%
ETHA vs GFS
-18.2%
-10.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.3% | +1.2% |
| 7D | +2.7% | +2.6% | 0.0% | +1.7% |
| 30D | +29.4% | -16.4% | +45.8% | +37.2% |
| 3M | +47.2% | -41.6% | +88.8% | +75.4% |
| 6M | +25.4% | -3.7% | +29.1% | +15.3% |
| YTD | -16.5% | +29.3% | -45.9% | -35.0% |
| 1Y | -42.3% | +37.1% | -79.5% | -56.2% |
| All | -28.7% | -18.2% | -10.5% | -31.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling