+169.3%
GLW vs ETHA
-44.8%
+214.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.3% | -1.0% | -3.7% |
| 7D | +7.7% | -12.5% | +20.3% | +10.5% |
| 30D | -18.8% | -19.8% | +1.0% | -15.3% |
| 3M | -27.7% | +3.1% | -30.9% | -28.2% |
| 6M | -44.4% | -13.8% | -30.7% | -43.1% |
| YTD | +31.3% | -34.6% | +65.9% | +38.7% |
| 1Y | +40.0% | -38.7% | +78.8% | +49.0% |
| All | +169.3% | -44.8% | +214.1% | +171.4% |
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