+586.2%
EWT vs GFI
+2,175.6%
-1,589.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +1.9% |
| 7D | -1.1% | -4.9% | +3.7% | -0.7% |
| 30D | +4.5% | +10.7% | -6.3% | +3.4% |
| 3M | +8.3% | +25.6% | -17.4% | +5.8% |
| 6M | +54.2% | -8.3% | +62.5% | +54.6% |
| YTD | +74.6% | +6.3% | +68.3% | +72.3% |
| 1Y | +84.9% | +22.1% | +62.8% | +79.7% |
| 3Y | +197.5% | +289.2% | -91.7% | +158.6% |
| 5Y | +150.6% | +531.7% | -381.1% | +105.1% |
| 10Y | +516.1% | +1,043.8% | -527.7% | +351.8% |
| All | +586.2% | +2,175.6% | -1,589.4% | +453.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling