+79.6%
GLD vs ETHA
-29.6%
+109.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.8% |
| 7D | +0.7% | +2.7% | -1.9% | +0.6% |
| 30D | +0.3% | +29.4% | -29.1% | -1.1% |
| 3M | +0.6% | +47.2% | -46.6% | -1.5% |
| 6M | -15.6% | +25.4% | -41.0% | -16.8% |
| YTD | +0.9% | -16.5% | +17.4% | -0.1% |
| 1Y | +19.4% | -42.3% | +61.7% | +18.3% |
| All | +79.6% | -29.6% | +109.2% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling