+732.3%
GLD vs EWT
+809.1%
-76.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.6% |
| 7D | +2.8% | -3.7% | +6.5% | +3.1% |
| 30D | -4.0% | -17.2% | +13.2% | -2.2% |
| 3M | -8.2% | -7.3% | -0.9% | -7.7% |
| 6M | -14.8% | -1.5% | -13.4% | -14.9% |
| YTD | -6.8% | +49.0% | -55.8% | -10.4% |
| 1Y | -2.4% | +50.6% | -53.0% | -6.3% |
| 3Y | +105.8% | +148.9% | -43.1% | +89.0% |
| 5Y | +113.3% | +116.1% | -2.8% | +97.1% |
| 10Y | +208.4% | +427.8% | -219.4% | +167.1% |
| All | +732.3% | +809.1% | -76.8% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling