-11.6%
GIS vs ETHA
+21.9%
-33.5%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.6% |
| 7D | -8.6% | +2.9% | -11.5% | -8.6% |
| 30D | -0.5% | +31.4% | -31.9% | -0.5% |
| 3M | +11.9% | +48.9% | -37.0% | +12.1% |
| 6M | -11.6% | +20.9% | -32.5% | -13.0% |
| All | -11.6% | +21.9% | -33.5% | -13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling