+59.4%
GLD vs ETHA
-42.9%
+102.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.2% | +0.4% | -2.6% |
| 7D | -5.5% | -10.3% | +4.8% | -4.9% |
| 30D | -7.0% | -19.7% | +12.6% | -5.8% |
| 3M | -12.4% | +7.2% | -19.6% | -12.7% |
| 6M | -18.0% | -11.9% | -6.1% | -17.9% |
| YTD | -10.5% | -32.3% | +21.9% | -10.2% |
| 1Y | -8.1% | -41.1% | +33.1% | -7.8% |
| All | +59.4% | -42.9% | +102.4% | +62.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling