+3.2%
GEHC vs ETHA
-44.8%
+48.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -3.3% | +4.8% | +1.7% |
| 7D | +0.8% | -12.5% | +13.3% | +2.0% |
| 30D | +21.3% | -19.8% | +41.1% | +23.6% |
| 3M | +12.6% | +3.1% | +9.5% | +12.0% |
| 6M | +34.3% | -13.8% | +48.1% | +35.6% |
| YTD | +1.4% | -34.6% | +36.0% | +4.7% |
| 1Y | +12.5% | -38.7% | +51.2% | +16.5% |
| All | +3.2% | -44.8% | +48.0% | +2.5% |
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 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