+39.4%
GM vs ETHA
-31.0%
+70.4%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +3.7% |
| 7D | +12.1% | +2.1% | +9.9% | +11.6% |
| 30D | +15.2% | -10.7% | +25.9% | +17.1% |
| 3M | +4.9% | +29.0% | -24.1% | -0.1% |
| 6M | +22.6% | +2.7% | +19.9% | +20.5% |
| YTD | +14.4% | -18.7% | +33.1% | +15.3% |
| 1Y | +39.4% | -24.8% | +64.3% | +41.4% |
| All | +39.4% | -31.0% | +70.4% | +41.4% |
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 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