-29.3%
ETHA vs GTLB
-12.7%
-16.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.7% |
| 7D | -2.4% | -4.1% | +1.7% | -1.3% |
| 30D | +30.9% | +12.3% | +18.6% | +25.7% |
| 3M | +51.1% | +65.9% | -14.8% | +27.6% |
| 6M | +20.5% | +104.0% | -83.4% | -7.2% |
| YTD | -17.3% | +26.0% | -43.3% | -24.3% |
| 1Y | -43.2% | -3.5% | -39.8% | -42.7% |
| All | -29.3% | -12.7% | -16.6% | -24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 3y: compounded portfolio wealth divided by compounded GTLB 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…
3y analysis · Full analysis span regression · 6 months rolling