-29.4%
ETHA vs GLDM
+84.1%
-113.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.2% |
| 7D | +0.8% | -0.5% | +1.3% | +1.1% |
| 30D | +27.9% | +4.4% | +23.5% | +25.5% |
| 3M | +38.3% | -1.1% | +39.4% | +38.8% |
| 6M | +14.0% | -13.7% | +27.6% | +19.4% |
| YTD | -17.4% | +2.8% | -20.2% | -15.0% |
| 1Y | -42.7% | +24.8% | -67.5% | -41.7% |
| All | -29.4% | +84.1% | -113.5% | -57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling