+122.2%
GDX vs ETHA
-44.8%
+167.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.1% | +0.2% |
| 7D | -6.8% | -12.5% | +5.7% | -5.0% |
| 30D | -2.1% | -19.8% | +17.7% | +1.0% |
| 3M | -7.5% | +3.1% | -10.6% | -7.7% |
| 6M | -15.2% | -13.8% | -1.4% | -14.1% |
| YTD | -4.8% | -34.6% | +29.8% | -2.6% |
| 1Y | +6.7% | -38.7% | +45.4% | +9.3% |
| All | +122.2% | -44.8% | +167.0% | +132.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling