+109.1%
GLD vs EWT
+153.9%
-44.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.2% | -5.3% | +0.2% |
| 7D | +4.9% | -5.0% | +9.9% | +6.0% |
| 30D | -1.3% | -16.3% | +15.0% | +2.8% |
| 3M | -4.8% | -7.2% | +2.5% | -3.4% |
| 6M | -12.5% | -0.5% | -12.0% | -13.1% |
| YTD | -4.2% | +50.6% | -54.8% | -13.8% |
| 1Y | +3.0% | +54.8% | -51.8% | -7.8% |
| 3Y | +109.1% | +155.5% | -46.3% | +60.8% |
| All | +109.1% | +153.9% | -44.7% | +60.8% |
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