+52.4%
GEV vs EWT
+54.0%
-1.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.2% | -8.1% | -8.2% |
| 7D | -5.1% | -10.9% | +5.7% | +4.9% |
| 30D | -15.8% | -17.7% | +1.9% | +0.1% |
| 3M | -18.2% | -5.0% | -13.2% | -14.3% |
| 6M | -22.4% | +7.4% | -29.7% | -27.7% |
| YTD | +27.7% | +52.8% | -25.1% | -24.8% |
| 1Y | +52.4% | +55.2% | -2.8% | -12.5% |
| All | +52.4% | +54.0% | -1.6% | -12.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling