+65.9%
GLD vs ETHA
-41.7%
+107.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.3% | +0.6% | -2.5% |
| 7D | +2.8% | -10.2% | +13.0% | +3.5% |
| 30D | -4.0% | -17.0% | +13.0% | -2.9% |
| 3M | -8.2% | +9.6% | -17.8% | -8.7% |
| 6M | -14.8% | -11.3% | -3.5% | -14.8% |
| YTD | -6.8% | -30.9% | +24.1% | -6.7% |
| 1Y | -2.4% | -42.6% | +40.2% | -2.2% |
| All | +65.9% | -41.7% | +107.7% | +69.2% |
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