+417.9%
GE vs EWT
+152.9%
+265.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.9% |
| 7D | -1.2% | +2.1% | -3.4% | -2.4% |
| 30D | -11.3% | +9.4% | -20.6% | -15.6% |
| 3M | -1.4% | +10.9% | -12.3% | -7.9% |
| 6M | +1.2% | +57.9% | -56.7% | -24.4% |
| YTD | +5.9% | +75.9% | -70.0% | -26.1% |
| 1Y | +18.4% | +89.7% | -71.3% | -21.5% |
| 3Y | +271.0% | +200.9% | +70.1% | +73.0% |
| 5Y | +417.9% | +154.5% | +263.4% | +180.7% |
| All | +417.9% | +152.9% | +265.0% | +180.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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