+156.3%
EWT vs GFS
0.0%
+156.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.2% | -0.3% | +1.3% |
| 7D | -1.1% | +3.8% | -5.0% | -2.0% |
| 30D | +4.5% | -11.7% | +16.2% | +7.5% |
| 3M | +8.3% | -41.8% | +50.0% | +22.5% |
| 6M | +54.2% | +6.6% | +47.6% | +51.6% |
| YTD | +74.6% | +34.6% | +39.9% | +62.1% |
| 1Y | +84.9% | +46.2% | +38.7% | +68.1% |
| 3Y | +197.5% | -20.3% | +217.9% | +196.5% |
| All | +156.3% | 0.0% | +156.2% | +144.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling