-22.8%
EW vs GTLB
-50.8%
+28.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.4% |
| 7D | -5.1% | -6.6% | +1.5% | -4.4% |
| 30D | -6.4% | +13.7% | -20.1% | -7.8% |
| 3M | -1.6% | +52.9% | -54.5% | -6.4% |
| 6M | +2.3% | +88.5% | -86.2% | -5.6% |
| YTD | +1.1% | +23.4% | -22.4% | -2.6% |
| 1Y | +8.0% | -3.8% | +11.8% | +6.6% |
| 3Y | +16.3% | -11.5% | +27.8% | +11.5% |
| All | -22.8% | -50.8% | +28.1% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling