+169.3%
EWT vs GTLB
-50.0%
+219.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.4% | +4.8% | -0.1% |
| 7D | +1.6% | +4.6% | -2.9% | +1.1% |
| 30D | +8.2% | +21.0% | -12.8% | +6.0% |
| 3M | +11.1% | +51.7% | -40.6% | +6.1% |
| 6M | +60.4% | +89.3% | -28.8% | +49.1% |
| YTD | +75.6% | +25.6% | +49.9% | +69.6% |
| 1Y | +91.3% | -1.5% | +92.9% | +88.9% |
| 3Y | +200.3% | -9.9% | +210.2% | +191.9% |
| All | +169.3% | -50.0% | +219.3% | +152.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling