-42.1%
ETHA vs GGLL
+68.9%
-111.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +3.5% | -6.8% | -4.5% |
| 7D | -10.3% | +11.5% | -21.8% | -14.0% |
| 30D | -19.7% | -31.2% | +11.6% | -9.3% |
| 3M | +7.2% | -28.7% | +35.9% | +18.7% |
| 6M | -11.9% | -47.2% | +35.2% | +7.2% |
| YTD | -32.3% | -24.3% | -8.1% | -32.3% |
| 1Y | -41.1% | -12.0% | -29.1% | -45.8% |
| All | -42.1% | +68.9% | -111.0% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling