+192.2%
EWT vs GTLB
-10.3%
+202.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.8% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | +4.8% | +12.3% | -7.5% | +3.3% |
| 3M | +11.1% | +65.9% | -54.8% | +4.4% |
| 6M | +54.6% | +104.0% | -49.3% | +40.5% |
| YTD | +71.4% | +26.0% | +45.4% | +65.4% |
| 1Y | +82.1% | -3.5% | +85.6% | +81.7% |
| All | +192.2% | -10.3% | +202.5% | +187.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling