+64.1%
GLD vs ETHA
-41.0%
+105.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.2% |
| 7D | -2.0% | -14.0% | +12.1% | -1.1% |
| 30D | -4.4% | -17.4% | +12.9% | -3.4% |
| 3M | -8.9% | +10.6% | -19.6% | -9.4% |
| 6M | -16.0% | -11.2% | -4.8% | -15.9% |
| YTD | -7.9% | -30.1% | +22.2% | -7.8% |
| 1Y | -3.9% | -39.6% | +35.8% | -3.8% |
| All | +64.1% | -41.0% | +105.1% | +67.1% |
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