-27.0%
ETHA vs GPN
-10.3%
-16.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +3.5% | -4.3% | +7.8% | +5.5% |
| 30D | +35.3% | 0.0% | +35.3% | +34.9% |
| 3M | +50.9% | +35.8% | +15.0% | +28.3% |
| 6M | +22.1% | +22.0% | +0.1% | +9.0% |
| YTD | -14.6% | +15.2% | -29.8% | -22.2% |
| 1Y | -42.8% | +3.5% | -46.3% | -44.2% |
| All | -27.0% | -10.3% | -16.7% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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