+213.3%
GLD vs EWT
+493.5%
-280.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.2% | -1.6% |
| 7D | +0.7% | +1.6% | -0.9% | +0.5% |
| 30D | +0.3% | +8.2% | -7.9% | -1.0% |
| 3M | +0.6% | +11.1% | -10.4% | -1.4% |
| 6M | -15.6% | +60.4% | -76.0% | -22.0% |
| YTD | +0.9% | +75.6% | -74.7% | -8.0% |
| 1Y | +19.4% | +91.3% | -71.9% | +7.6% |
| 3Y | +124.5% | +200.3% | -75.8% | +89.9% |
| 5Y | +138.9% | +156.4% | -17.4% | +103.4% |
| 10Y | +213.3% | +495.8% | -282.5% | +141.3% |
| All | +213.3% | +493.5% | -280.2% | +141.3% |
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