+81.2%
GLD vs ETHA
-30.1%
+111.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.0% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | +0.2% | +31.4% | -31.2% | -1.3% |
| 3M | +3.2% | +48.9% | -45.7% | +1.1% |
| 6M | -14.6% | +20.9% | -35.5% | -15.8% |
| YTD | +1.8% | -17.2% | +18.9% | +0.9% |
| 1Y | +20.7% | -42.8% | +63.5% | +19.7% |
| All | +81.2% | -30.1% | +111.3% | +82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling