+37.4%
GILD vs ETHA
-44.4%
+81.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +3.7% | +0.8% | +2.8% | +3.6% |
| 30D | +14.6% | +27.9% | -13.3% | +14.0% |
| 3M | +17.7% | +38.3% | -20.7% | +16.7% |
| 6M | +3.1% | +14.0% | -10.8% | +2.7% |
| YTD | +24.5% | -17.4% | +42.0% | +23.9% |
| 1Y | +37.4% | -42.7% | +80.1% | +36.9% |
| All | +37.4% | -44.4% | +81.8% | +36.9% |
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