-28.7%
ETHA vs GME
-25.1%
-3.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +29.4% | -1.4% | +30.8% | +29.9% |
| 3M | +47.2% | -15.1% | +62.3% | +54.1% |
| 6M | +25.4% | -22.5% | +47.9% | +34.0% |
| YTD | -16.5% | -5.9% | -10.6% | -17.5% |
| 1Y | -42.3% | -18.6% | -23.7% | -40.1% |
| All | -28.7% | -25.1% | -3.6% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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