-24.8%
ETHA vs GSK
+14.9%
-39.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.0% | +0.7% | +5.7% |
| 7D | +2.1% | +4.9% | -2.8% | +2.1% |
| 30D | -10.7% | +9.9% | -20.6% | -10.7% |
| 3M | +29.0% | +0.2% | +28.8% | +28.8% |
| 6M | +2.7% | +2.3% | +0.4% | +2.5% |
| YTD | -18.7% | +7.1% | -25.7% | -19.4% |
| 1Y | -24.8% | +13.1% | -38.0% | -28.6% |
| All | -24.8% | +14.9% | -39.8% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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