+392.4%
EWT vs GH
+480.1%
-87.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.6% | -2.1% | +3.7% | +1.9% |
| 30D | +8.2% | -4.5% | +12.6% | +8.7% |
| 3M | +11.1% | +28.9% | -17.8% | +7.8% |
| 6M | +60.4% | +76.5% | -16.1% | +50.3% |
| YTD | +75.6% | +57.6% | +18.0% | +66.0% |
| 1Y | +91.3% | +167.5% | -76.2% | +70.2% |
| 3Y | +200.3% | +377.4% | -177.1% | +142.3% |
| 5Y | +156.4% | +23.8% | +132.5% | +125.0% |
| All | +392.4% | +480.1% | -87.7% | +264.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling