+513.6%
EWT vs GNRC
+448.8%
+64.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +4.5% | -15.7% | +20.2% | +8.3% |
| 3M | +8.3% | -27.3% | +35.6% | +15.7% |
| 6M | +54.2% | -12.1% | +66.3% | +57.8% |
| YTD | +74.6% | +37.1% | +37.5% | +62.3% |
| 1Y | +84.9% | -0.5% | +85.4% | +82.4% |
| 3Y | +197.5% | +61.5% | +136.0% | +159.1% |
| 5Y | +150.6% | -58.6% | +209.2% | +175.2% |
| All | +513.6% | +448.8% | +64.8% | +253.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 10y: compounded portfolio wealth divided by compounded GNRC 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…
10y analysis · Full analysis span regression · 6 months rolling