-7.2%
GLD vs ETHA
-43.4%
+36.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.5% | +0.7% |
| 7D | -4.6% | -12.5% | +8.0% | -2.4% |
| 30D | -5.5% | -19.8% | +14.3% | -1.9% |
| 3M | -10.9% | +3.1% | -14.0% | -11.6% |
| 6M | -17.4% | -13.8% | -3.6% | -16.6% |
| YTD | -10.3% | -34.6% | +24.3% | -8.4% |
| 1Y | -7.2% | -38.7% | +31.5% | -5.1% |
| All | -7.2% | -43.4% | +36.2% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling