+263.3%
GLW vs ETHA
-30.3%
+293.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.6% | +8.3% | +6.2% |
| 7D | +3.8% | +0.8% | +2.9% | +3.6% |
| 30D | -1.3% | +27.9% | -29.2% | -6.0% |
| 3M | -21.8% | +38.3% | -60.1% | -26.7% |
| 6M | +6.9% | +14.0% | -7.1% | +3.5% |
| YTD | +77.2% | -17.4% | +94.6% | +78.8% |
| 1Y | +123.2% | -42.7% | +165.9% | +136.4% |
| All | +263.3% | -30.3% | +293.7% | +249.8% |
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