+192.2%
EWT vs GH
+367.9%
-175.7%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -2.3% |
| 7D | -1.1% | -1.2% | +0.1% | -1.0% |
| 30D | +4.8% | -3.7% | +8.5% | +5.1% |
| 3M | +11.1% | +21.7% | -10.5% | +8.7% |
| 6M | +54.6% | +75.7% | -21.1% | +45.4% |
| YTD | +71.4% | +55.7% | +15.7% | +62.7% |
| 1Y | +82.1% | +181.1% | -99.0% | +62.1% |
| All | +192.2% | +367.9% | -175.7% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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