+19.7%
GS vs ETHA
-31.0%
+50.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.7% | -2.2% | +2.4% |
| 7D | +0.3% | +2.1% | -1.8% | -0.1% |
| 30D | +3.9% | -10.7% | +14.6% | +6.1% |
| 3M | -11.4% | +29.0% | -40.4% | -16.4% |
| 6M | +3.7% | +2.7% | +1.0% | +1.8% |
| YTD | +7.1% | -18.7% | +25.8% | +6.3% |
| 1Y | +19.7% | -24.8% | +44.5% | +19.6% |
| All | +19.7% | -31.0% | +50.6% | +19.6% |
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 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