-35.9%
GIS vs ETHA
-30.1%
-5.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.8% | -1.6% |
| 7D | -8.6% | +2.9% | -11.5% | -8.5% |
| 30D | -0.5% | +31.4% | -31.9% | +0.3% |
| 3M | +11.9% | +48.9% | -37.0% | +13.2% |
| 6M | -11.6% | +20.9% | -32.5% | -11.0% |
| YTD | -16.3% | -17.2% | +0.8% | -16.3% |
| 1Y | -21.8% | -42.8% | +21.0% | -22.0% |
| All | -35.9% | -30.1% | -5.8% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling