+606.9%
GEV vs EWT
+141.8%
+465.1%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.3% | -0.3% |
| 7D | -1.9% | -1.1% | -0.8% | -0.9% |
| 30D | -8.7% | +4.8% | -13.5% | -12.8% |
| 3M | +6.6% | +11.1% | -4.5% | -3.9% |
| 6M | +10.2% | +54.6% | -44.4% | -31.4% |
| YTD | +41.6% | +71.4% | -29.8% | -21.8% |
| 1Y | +43.9% | +82.1% | -38.2% | -25.5% |
| All | +606.9% | +141.8% | +465.1% | +166.5% |
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 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