-29.3%
ETHA vs GSK
+34.1%
-63.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.4% | -5.4% | +3.0% | -2.1% |
| 30D | +30.9% | -4.6% | +35.5% | +31.2% |
| 3M | +51.1% | -5.1% | +56.3% | +51.5% |
| 6M | +20.5% | -11.4% | +31.9% | +21.4% |
| YTD | -17.3% | +0.7% | -18.0% | -17.6% |
| 1Y | -43.2% | +23.0% | -66.3% | -45.0% |
| All | -29.3% | +34.1% | -63.3% | -41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling