-15.2%
GDX vs ETHA
-14.7%
-0.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +1.5% |
| 7D | -6.8% | -12.5% | +5.7% | -0.4% |
| 30D | -2.1% | -19.8% | +17.7% | +9.2% |
| 3M | -7.5% | +3.1% | -10.6% | -11.8% |
| 6M | -15.2% | -13.8% | -1.4% | -11.8% |
| All | -15.2% | -14.7% | -0.5% | -11.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling