+65.9%
EW vs GPC
+0.2%
+65.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +23.9% | -6.3% | +30.2% | +24.7% |
| 3M | +15.8% | -8.2% | +23.9% | +16.8% |
| 6M | +31.7% | +27.1% | +4.6% | +28.6% |
| YTD | +25.7% | +3.1% | +22.6% | +23.8% |
| 1Y | +24.4% | +0.1% | +24.4% | +23.0% |
| 3Y | +65.9% | +0.2% | +65.6% | +57.2% |
| All | +65.9% | +0.2% | +65.7% | +57.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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