+82.8%
GLD vs ETHA
-30.3%
+113.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | -0.5% | +0.8% | -1.3% | -0.6% |
| 30D | +4.4% | +27.9% | -23.5% | +3.0% |
| 3M | -1.1% | +38.3% | -39.4% | -2.9% |
| 6M | -13.8% | +14.0% | -27.8% | -14.8% |
| YTD | +2.6% | -17.4% | +20.1% | +1.7% |
| 1Y | +24.5% | -42.7% | +67.2% | +23.5% |
| All | +82.8% | -30.3% | +113.1% | +84.4% |
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