-29.2%
ETHA vs GGLL
+117.6%
-146.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.5% | +3.8% | +1.0% |
| 7D | +2.9% | -3.9% | +6.8% | +4.5% |
| 30D | +31.4% | -15.4% | +46.8% | +39.6% |
| 3M | +48.9% | -21.9% | +70.8% | +59.7% |
| 6M | +20.9% | +4.5% | +16.4% | +10.1% |
| YTD | -17.2% | -2.4% | -14.8% | -22.9% |
| 1Y | -42.8% | +57.8% | -100.6% | -59.1% |
| All | -29.2% | +117.6% | -146.8% | -57.3% |
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