+291.8%
GLW vs ETHA
-27.9%
+319.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.2% | -1.2% | +1.4% |
| 7D | +7.8% | +3.5% | +4.4% | +7.2% |
| 30D | -0.4% | +35.3% | -35.7% | -6.1% |
| 3M | -5.6% | +50.9% | -56.4% | -13.0% |
| 6M | +26.7% | +22.1% | +4.6% | +21.2% |
| YTD | +91.0% | -14.6% | +105.6% | +91.6% |
| 1Y | +122.4% | -42.8% | +165.2% | +135.3% |
| All | +291.8% | -27.9% | +319.8% | +275.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling