+632.4%
GEV vs EWT
+146.2%
+486.2%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.8% | +1.8% | +1.8% |
| 7D | +1.6% | -1.1% | +2.8% | +2.8% |
| 30D | -7.9% | +4.5% | -12.4% | -11.8% |
| 3M | +5.6% | +8.3% | -2.6% | -2.2% |
| 6M | +13.1% | +54.2% | -41.2% | -29.2% |
| YTD | +46.7% | +74.6% | -27.8% | -20.4% |
| 1Y | +51.3% | +84.9% | -33.6% | -22.7% |
| All | +632.4% | +146.2% | +486.2% | +171.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling