+192.2%
EWT vs GFS
-21.4%
+213.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.6% | -2.5% |
| 7D | -1.1% | +3.2% | -4.3% | -2.0% |
| 30D | +4.8% | -9.6% | +14.4% | +7.7% |
| 3M | +11.1% | -38.5% | +49.6% | +26.5% |
| 6M | +54.6% | -1.3% | +55.9% | +54.7% |
| YTD | +71.4% | +31.8% | +39.6% | +58.5% |
| 1Y | +82.1% | +44.6% | +37.5% | +63.8% |
| All | +192.2% | -21.4% | +213.6% | +194.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling