+513.6%
EWT vs GAP
+31.2%
+482.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.0% | +1.5% |
| 7D | -1.1% | -4.1% | +3.0% | -0.6% |
| 30D | +4.5% | +6.2% | -1.8% | +3.5% |
| 3M | +8.3% | -0.7% | +8.9% | +7.9% |
| 6M | +54.2% | -7.1% | +61.4% | +54.5% |
| YTD | +74.6% | -14.1% | +88.6% | +76.1% |
| 1Y | +84.9% | -8.5% | +93.4% | +84.5% |
| 3Y | +197.5% | +115.4% | +82.2% | +158.0% |
| 5Y | +150.6% | +9.8% | +140.8% | +127.2% |
| All | +513.6% | +31.2% | +482.4% | +399.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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