+186.7%
GDXJ vs ETHA
-27.9%
+214.6%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +3.2% | -2.2% | +0.5% |
| 7D | -2.8% | +3.5% | -6.3% | -3.4% |
| 30D | +5.0% | +35.3% | -30.4% | -0.2% |
| 3M | +24.1% | +50.9% | -26.8% | +16.1% |
| 6M | -7.4% | +22.1% | -29.5% | -10.8% |
| YTD | +10.2% | -14.6% | +24.8% | +8.9% |
| 1Y | +42.5% | -42.8% | +85.3% | +44.0% |
| All | +186.7% | -27.9% | +214.6% | +186.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling