-29.3%
ETHA vs GPN
-10.3%
-19.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.9% |
| 7D | -2.4% | -3.5% | +1.1% | -0.9% |
| 30D | +30.9% | +3.1% | +27.8% | +28.5% |
| 3M | +51.1% | +42.3% | +8.8% | +25.5% |
| 6M | +20.5% | +20.9% | -0.4% | +8.1% |
| YTD | -17.3% | +15.2% | -32.5% | -24.6% |
| 1Y | -43.2% | +5.4% | -48.7% | -45.4% |
| All | -29.3% | -10.3% | -19.0% | -23.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling