+16.4%
GS vs ETHA
-43.2%
+59.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.3% | +3.7% | +1.1% |
| 7D | +1.6% | -10.2% | +11.8% | +4.0% |
| 30D | +1.7% | -17.0% | +18.6% | +5.7% |
| 3M | -11.6% | +9.6% | -21.2% | -13.7% |
| 6M | -1.9% | -11.3% | +9.4% | -0.6% |
| YTD | +5.1% | -30.9% | +36.0% | +8.2% |
| 1Y | +16.4% | -42.6% | +59.0% | +23.6% |
| All | +16.4% | -43.2% | +59.6% | +23.6% |
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