-29.3%
ETHA vs GNRC
+13.8%
-43.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | +0.9% |
| 7D | -2.4% | -0.7% | -1.7% | -2.2% |
| 30D | +30.9% | -15.8% | +46.7% | +39.4% |
| 3M | +51.1% | -24.0% | +75.2% | +64.1% |
| 6M | +20.5% | -13.8% | +34.3% | +20.3% |
| YTD | -17.3% | +33.2% | -50.5% | -36.0% |
| 1Y | -43.2% | -1.8% | -41.4% | -48.3% |
| All | -29.3% | +13.8% | -43.1% | -46.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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