-29.2%
ETHA vs GPC
+7.2%
-36.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.1% |
| 7D | +2.9% | -0.6% | +3.6% | +3.1% |
| 30D | +31.4% | +1.3% | +30.1% | +30.6% |
| 3M | +48.9% | +37.1% | +11.8% | +30.7% |
| 6M | +20.9% | +23.2% | -2.3% | +10.5% |
| YTD | -17.2% | +13.1% | -30.2% | -22.8% |
| 1Y | -42.8% | +0.9% | -43.6% | -43.4% |
| All | -29.2% | +7.2% | -36.3% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling