+55.2%
EWT vs GFS
+15.5%
+39.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.9% | +4.7% | +0.7% |
| 7D | -10.9% | -12.5% | +1.6% | -7.0% |
| 30D | -17.7% | -16.9% | -0.8% | -12.8% |
| 3M | -5.0% | -22.3% | +17.2% | +2.2% |
| 6M | +7.4% | -40.2% | +47.6% | +25.5% |
| YTD | +52.8% | +16.0% | +36.8% | +48.3% |
| 1Y | +55.2% | +17.7% | +37.5% | +49.6% |
| All | +55.2% | +15.5% | +39.7% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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