-38.0%
GIS vs ETHA
-27.9%
-10.1%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.2% | -3.5% | -0.2% |
| 7D | -6.4% | +3.5% | -9.8% | -6.3% |
| 30D | -6.1% | +35.3% | -41.4% | -5.3% |
| 3M | +7.8% | +50.9% | -43.0% | +9.1% |
| 6M | -8.8% | +22.1% | -30.9% | -8.2% |
| YTD | -19.1% | -14.6% | -4.5% | -19.0% |
| 1Y | -24.8% | -42.8% | +18.0% | -25.0% |
| All | -38.0% | -27.9% | -10.1% | -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 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