+75.8%
GM vs EWT
+149.5%
-73.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.7% |
| 7D | -2.4% | -1.1% | -1.3% | -1.9% |
| 30D | -1.1% | +4.5% | -5.6% | -3.9% |
| 3M | +6.1% | +8.3% | -2.1% | -0.2% |
| 6M | +15.0% | +54.2% | -39.3% | -16.1% |
| YTD | +6.0% | +74.6% | -68.6% | -29.5% |
| 1Y | +47.1% | +84.9% | -37.8% | -6.7% |
| 3Y | +170.5% | +197.5% | -27.0% | +7.5% |
| All | +75.8% | +149.5% | -73.7% | -8.8% |
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 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