+192.2%
EWT vs GIS
-37.3%
+229.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -3.1% |
| 7D | -1.1% | -8.4% | +7.3% | -2.7% |
| 30D | +4.8% | -5.2% | +10.0% | +3.9% |
| 3M | +11.1% | +8.2% | +3.0% | +12.9% |
| 6M | +54.6% | -12.0% | +66.6% | +54.0% |
| YTD | +71.4% | -18.9% | +90.3% | +69.5% |
| 1Y | +82.1% | -23.6% | +105.7% | +79.3% |
| All | +192.2% | -37.3% | +229.5% | +183.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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