+149.4%
EWT vs GH
+20.8%
+128.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.9% | +1.9% |
| 7D | -1.1% | -2.5% | +1.4% | -0.9% |
| 30D | +4.5% | -4.7% | +9.1% | +4.9% |
| 3M | +8.3% | +20.2% | -12.0% | +5.8% |
| 6M | +54.2% | +78.8% | -24.5% | +44.0% |
| YTD | +74.6% | +54.1% | +20.5% | +65.2% |
| 1Y | +84.9% | +177.1% | -92.2% | +63.2% |
| 3Y | +197.5% | +371.6% | -174.1% | +138.6% |
| All | +149.4% | +20.8% | +128.6% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling