+149.4%
EWT vs GIS
-25.1%
+174.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.8% |
| 7D | -1.1% | -6.4% | +5.2% | -1.9% |
| 30D | +4.5% | -6.1% | +10.6% | +3.8% |
| 3M | +8.3% | +7.8% | +0.4% | +9.2% |
| 6M | +54.2% | -8.8% | +63.0% | +54.4% |
| YTD | +74.6% | -19.1% | +93.7% | +73.8% |
| 1Y | +84.9% | -24.8% | +109.7% | +83.7% |
| 3Y | +197.5% | -37.6% | +235.1% | +193.5% |
| All | +149.4% | -25.1% | +174.5% | +146.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling