+230.7%
GM vs EWT
+674.3%
-443.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.6% | -2.5% |
| 7D | -1.1% | +2.1% | -3.2% | -2.6% |
| 30D | -4.6% | +9.4% | -14.0% | -10.7% |
| 3M | +0.2% | +10.9% | -10.7% | -8.4% |
| 6M | +12.6% | +57.9% | -45.3% | -22.0% |
| YTD | +3.7% | +75.9% | -72.2% | -34.1% |
| 1Y | +45.6% | +89.7% | -44.1% | -13.2% |
| 3Y | +162.0% | +200.9% | -38.9% | +4.5% |
| 5Y | +80.5% | +154.5% | -74.0% | -16.9% |
| 10Y | +231.3% | +520.8% | -289.4% | -22.6% |
| All | +230.7% | +674.3% | -443.6% | -37.2% |
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