+40.1%
GILD vs ETHA
-33.0%
+73.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.3% | +3.3% | -3.8% |
| 7D | +1.2% | -3.8% | +5.0% | +1.3% |
| 30D | +16.2% | -16.6% | +32.8% | +16.5% |
| 3M | +27.9% | +16.9% | +11.0% | +27.3% |
| 6M | +27.1% | -5.5% | +32.5% | +26.8% |
| YTD | +39.0% | -24.6% | +63.5% | +37.7% |
| 1Y | +40.1% | -35.1% | +75.2% | +37.5% |
| All | +40.1% | -33.0% | +73.1% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling