-36.1%
ETHA vs GLDM
+68.7%
-104.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -0.2% | +4.7% | -4.8% | -2.6% |
| 30D | -13.4% | -0.9% | -12.5% | -13.0% |
| 3M | +16.5% | -4.3% | +20.8% | +19.4% |
| 6M | -5.3% | -13.4% | +8.1% | +0.9% |
| YTD | -25.2% | -5.8% | -19.4% | -19.6% |
| 1Y | -32.9% | +2.1% | -34.9% | -28.5% |
| All | -36.1% | +68.7% | -104.8% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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