+290.8%
GLW vs ETHA
-29.6%
+320.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.5% | +7.4% |
| 7D | +14.0% | +2.7% | +11.3% | +13.4% |
| 30D | +0.4% | +29.4% | -29.0% | -4.6% |
| 3M | -11.3% | +47.2% | -58.5% | -17.9% |
| 6M | +35.1% | +25.4% | +9.7% | +28.6% |
| YTD | +90.5% | -16.5% | +107.1% | +91.9% |
| 1Y | +132.0% | -42.3% | +174.4% | +145.4% |
| All | +290.8% | -29.6% | +320.4% | +275.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling