+149.4%
EWT vs GFI
+524.1%
-374.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | -1.1% | -4.9% | +3.7% | -0.5% |
| 30D | +4.5% | +10.7% | -6.3% | +3.0% |
| 3M | +8.3% | +25.6% | -17.4% | +4.8% |
| 6M | +54.2% | -8.3% | +62.5% | +54.2% |
| YTD | +74.6% | +6.3% | +68.3% | +71.5% |
| 1Y | +84.9% | +22.1% | +62.8% | +78.4% |
| 3Y | +197.5% | +289.2% | -91.7% | +151.7% |
| All | +149.4% | +524.1% | -374.6% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling