+120.4%
GS vs ETHA
-29.6%
+150.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +3.4% | +2.7% | +0.7% | +2.8% |
| 30D | +0.2% | +29.4% | -29.2% | -5.0% |
| 3M | -0.3% | +47.2% | -47.5% | -8.0% |
| 6M | +27.4% | +25.4% | +2.0% | +20.7% |
| YTD | +19.6% | -16.5% | +36.2% | +20.9% |
| 1Y | +42.5% | -42.3% | +84.8% | +52.4% |
| All | +120.4% | -29.6% | +150.0% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling