+55.2%
EWT vs GFI
+6.9%
+48.3%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.3% | -7.5% | -2.5% |
| 7D | -10.9% | +1.4% | -12.3% | -11.2% |
| 30D | -17.7% | +3.0% | -20.7% | -18.3% |
| 3M | -5.0% | +10.2% | -15.2% | -8.1% |
| 6M | +7.4% | -10.1% | +17.4% | +7.9% |
| YTD | +52.8% | -11.4% | +64.2% | +54.5% |
| 1Y | +55.2% | +8.4% | +46.8% | +50.0% |
| All | +55.2% | +6.9% | +48.3% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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