-36.1%
ETHA vs GGLL
+53.5%
-89.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.4% | -2.3% | -1.4% |
| 7D | -0.2% | +3.1% | -3.3% | -1.2% |
| 30D | -13.4% | -36.3% | +23.0% | +0.7% |
| 3M | +16.5% | -40.4% | +56.9% | +38.0% |
| 6M | -5.3% | -54.6% | +49.3% | +22.4% |
| YTD | -25.2% | -31.1% | +5.9% | -22.4% |
| 1Y | -32.9% | -19.2% | -13.7% | -36.4% |
| All | -36.1% | +53.5% | -89.6% | -57.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling