-5.8%
ETHA vs GLXY
+12.0%
-17.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +0.8% | +13.4% | -12.6% | -4.8% |
| 30D | +27.9% | +38.1% | -10.2% | +10.2% |
| 3M | +38.3% | -7.3% | +45.6% | +36.9% |
| 6M | +14.0% | +8.2% | +5.8% | +2.1% |
| YTD | -17.4% | +17.8% | -35.2% | -31.1% |
| 1Y | -42.7% | +14.9% | -57.6% | -51.0% |
| All | -5.8% | +12.0% | -17.8% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY 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 GLXY 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