+170.1%
GDX vs ETHA
-30.3%
+200.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.8% |
| 7D | -0.4% | +0.8% | -1.2% | -0.5% |
| 30D | +18.6% | +27.9% | -9.3% | +14.9% |
| 3M | +14.9% | +38.3% | -23.4% | +10.2% |
| 6M | -6.3% | +14.0% | -20.2% | -8.4% |
| YTD | +15.7% | -17.4% | +33.2% | +14.7% |
| 1Y | +54.8% | -42.7% | +97.5% | +55.1% |
| All | +170.1% | -30.3% | +200.5% | +173.8% |
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 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