+119.6%
GLW vs ETHA
-43.9%
+163.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +11.7% | -2.4% | +14.1% | +12.3% |
| 30D | +2.7% | +30.9% | -28.2% | -4.6% |
| 3M | -2.8% | +51.1% | -54.0% | -13.4% |
| 6M | +20.2% | +20.5% | -0.4% | +13.5% |
| YTD | +87.3% | -17.3% | +104.5% | +89.4% |
| 1Y | +119.6% | -43.2% | +162.8% | +142.1% |
| All | +119.6% | -43.9% | +163.5% | +142.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling