-42.8%
ETHA vs GWRE
-44.7%
+1.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.6% | +3.1% |
| 7D | +3.5% | -13.2% | +16.7% | +5.9% |
| 30D | +35.3% | -18.6% | +53.9% | +39.5% |
| 3M | +50.9% | +18.9% | +32.0% | +44.5% |
| 6M | +22.1% | -11.0% | +33.1% | +26.7% |
| YTD | -14.6% | -29.9% | +15.3% | -6.1% |
| 1Y | -42.8% | -44.3% | +1.6% | -22.5% |
| All | -42.8% | -44.7% | +1.9% | -22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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