+164.2%
GDX vs ETHA
-27.9%
+192.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.1% | +0.7% |
| 7D | -2.2% | +3.5% | -5.6% | -2.6% |
| 30D | +6.8% | +35.3% | -28.6% | +2.6% |
| 3M | +24.9% | +50.9% | -25.9% | +18.6% |
| 6M | -4.2% | +22.1% | -26.3% | -7.1% |
| YTD | +13.2% | -14.6% | +27.8% | +11.7% |
| 1Y | +40.2% | -42.8% | +83.0% | +39.9% |
| All | +164.2% | -27.9% | +192.2% | +166.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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