+163.0%
EWT vs GTLB
-49.8%
+212.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.1% | -4.6% | -2.7% |
| 7D | -1.1% | -4.1% | +3.0% | -0.7% |
| 30D | +4.8% | +12.3% | -7.5% | +3.4% |
| 3M | +11.1% | +65.9% | -54.8% | +5.3% |
| 6M | +54.6% | +104.0% | -49.3% | +42.7% |
| YTD | +71.4% | +26.0% | +45.4% | +65.5% |
| 1Y | +82.1% | -3.5% | +85.6% | +80.2% |
| 3Y | +193.2% | -9.6% | +202.9% | +184.9% |
| All | +163.0% | -49.8% | +212.8% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling