+128.5%
GLD vs EWT
+202.3%
-73.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.7% | -1.3% |
| 7D | -0.5% | +4.0% | -4.5% | -1.5% |
| 30D | +4.4% | +10.3% | -5.9% | +1.9% |
| 3M | -1.1% | +6.1% | -7.2% | -2.8% |
| 6M | -13.8% | +56.6% | -70.4% | -23.0% |
| YTD | +2.6% | +76.6% | -73.9% | -10.4% |
| 1Y | +24.5% | +97.9% | -73.4% | +6.3% |
| All | +128.5% | +202.3% | -73.8% | +80.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling