+590.1%
EWT vs GIS
+352.5%
+237.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +1.6% | -8.3% | +9.9% | +3.7% |
| 30D | +8.2% | +2.2% | +6.0% | +7.4% |
| 3M | +11.1% | +15.7% | -4.6% | +6.1% |
| 6M | +60.4% | -12.0% | +72.4% | +64.3% |
| YTD | +75.6% | -15.0% | +90.5% | +80.9% |
| 1Y | +91.3% | -20.1% | +111.4% | +99.8% |
| 3Y | +200.3% | -34.6% | +234.9% | +226.2% |
| 5Y | +156.4% | -22.8% | +179.2% | +157.5% |
| 10Y | +495.8% | -18.5% | +514.3% | +464.3% |
| All | +590.1% | +352.5% | +237.7% | +279.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling