-28.7%
ETHA vs GPC
+6.2%
-34.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.9% | +4.0% | +2.1% |
| 7D | +2.7% | +0.2% | +2.5% | +2.6% |
| 30D | +29.4% | -0.4% | +29.8% | +29.4% |
| 3M | +47.2% | +39.2% | +8.0% | +28.3% |
| 6M | +25.4% | +18.2% | +7.2% | +16.6% |
| YTD | -16.5% | +12.1% | -28.6% | -22.0% |
| 1Y | -42.3% | -0.7% | -41.7% | -42.6% |
| All | -28.7% | +6.2% | -34.9% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling