+167.8%
EWT vs GTLB
-50.1%
+217.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -1.1% | -5.7% | +4.6% | -0.6% |
| 30D | +4.5% | +15.1% | -10.7% | +2.9% |
| 3M | +8.3% | +65.5% | -57.2% | +2.6% |
| 6M | +54.2% | +102.9% | -48.7% | +42.4% |
| YTD | +74.6% | +25.2% | +49.4% | +68.6% |
| 1Y | +84.9% | -5.5% | +90.4% | +83.3% |
| 3Y | +197.5% | -10.9% | +208.4% | +189.5% |
| All | +167.8% | -50.1% | +217.9% | +151.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 10y: compounded portfolio wealth divided by compounded GTLB 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…
10y analysis · Full analysis span regression · 6 months rolling