-24.8%
ETHA vs GPC
+6.5%
-31.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +1.7% | +4.0% | +5.6% |
| 7D | +2.1% | +4.1% | -2.0% | +2.0% |
| 30D | -10.7% | +0.1% | -10.8% | -10.7% |
| 3M | +29.0% | -3.9% | +32.8% | +29.1% |
| 6M | +2.7% | +24.4% | -21.7% | +0.5% |
| YTD | -18.7% | +5.7% | -24.3% | -16.5% |
| 1Y | -24.8% | +6.8% | -31.6% | -21.2% |
| All | -24.8% | +6.5% | -31.3% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling