-27.0%
ETHA vs GSK
+34.1%
-61.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | +3.5% | -3.5% | +7.0% | +3.7% |
| 30D | +35.3% | -3.4% | +38.8% | +35.6% |
| 3M | +50.9% | -8.1% | +59.0% | +51.5% |
| 6M | +22.1% | -11.1% | +33.3% | +23.0% |
| YTD | -14.6% | +0.7% | -15.3% | -15.0% |
| 1Y | -42.8% | +20.1% | -62.9% | -44.4% |
| All | -27.0% | +34.1% | -61.1% | -39.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling