-29.4%
ETHA vs GSK
+39.0%
-68.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.9% | -0.7% | -2.5% |
| 7D | +0.8% | -1.8% | +2.6% | +0.9% |
| 30D | +27.9% | -2.2% | +30.1% | +28.0% |
| 3M | +38.3% | -1.8% | +40.1% | +38.3% |
| 6M | +14.0% | -10.6% | +24.6% | +14.6% |
| YTD | -17.4% | +4.4% | -21.9% | -18.0% |
| 1Y | -42.7% | +30.4% | -73.1% | -44.7% |
| All | -29.4% | +39.0% | -68.4% | -41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling