-24.4%
EW vs GTLB
-50.1%
+25.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.7% |
| 7D | -6.2% | -5.7% | -0.5% | -5.5% |
| 30D | -9.3% | +15.1% | -24.5% | -10.9% |
| 3M | -1.6% | +65.5% | -67.1% | -7.3% |
| 6M | -0.8% | +102.9% | -103.7% | -9.2% |
| YTD | -1.0% | +25.2% | -26.2% | -4.8% |
| 1Y | +8.2% | -5.5% | +13.7% | +7.0% |
| 3Y | +12.7% | -10.9% | +23.6% | +8.0% |
| All | -24.4% | -50.1% | +25.8% | -27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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