+485.8%
EWT vs GD
+2,271.8%
-1,785.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.6% |
| 7D | -3.7% | -1.9% | -1.8% | -2.8% |
| 30D | -17.2% | +10.9% | -28.1% | -20.7% |
| 3M | -7.3% | -6.8% | -0.6% | -4.9% |
| 6M | -1.5% | +7.0% | -8.5% | -4.9% |
| YTD | +49.0% | +11.1% | +37.9% | +40.7% |
| 1Y | +50.6% | +7.0% | +43.6% | +44.4% |
| 3Y | +148.9% | +59.9% | +89.0% | +98.9% |
| 5Y | +116.1% | +102.5% | +13.6% | +53.2% |
| 10Y | +427.8% | +174.0% | +253.8% | +213.1% |
| All | +485.8% | +2,271.8% | -1,785.9% | +80.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling