+43.7%
EWT vs GD
+5.1%
+38.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.6% | +4.6% | +3.9% |
| 7D | -11.7% | -5.0% | -6.8% | -11.7% |
| 30D | -23.2% | +8.9% | -32.2% | -23.2% |
| 3M | -12.5% | -8.0% | -4.4% | -11.9% |
| 6M | -5.9% | +2.9% | -8.8% | -5.9% |
| YTD | +40.5% | +7.1% | +33.4% | +38.3% |
| 1Y | +43.7% | +5.9% | +37.8% | +41.9% |
| All | +43.7% | +5.1% | +38.7% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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