-17.4%
GIS vs ETHA
-31.0%
+13.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +5.7% | -0.5% | +5.6% |
| 7D | +8.5% | +2.1% | +6.3% | +8.6% |
| 30D | +15.3% | -10.7% | +26.0% | +14.5% |
| 3M | +0.9% | +29.0% | -28.0% | +2.4% |
| 6M | +7.9% | +2.7% | +5.3% | +7.7% |
| YTD | -17.6% | -18.7% | +1.1% | -18.2% |
| 1Y | -17.4% | -24.8% | +7.5% | -18.2% |
| All | -17.4% | -31.0% | +13.6% | -18.2% |
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