+94.3%
GS vs ETHA
-42.9%
+137.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.8% |
| 7D | +5.1% | -10.3% | +15.4% | +7.3% |
| 30D | +2.4% | -19.7% | +22.1% | +6.9% |
| 3M | -11.5% | +7.2% | -18.7% | -13.1% |
| 6M | -2.5% | -11.9% | +9.4% | -1.0% |
| YTD | +5.5% | -32.3% | +37.8% | +10.8% |
| 1Y | +11.0% | -41.1% | +52.2% | +19.2% |
| All | +94.3% | -42.9% | +137.2% | +84.7% |
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