+502.6%
EWT vs GPC
+87.0%
+415.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -1.1% | -1.8% | +0.7% | -0.6% |
| 30D | +4.8% | +0.1% | +4.7% | +4.7% |
| 3M | +11.1% | +37.4% | -26.2% | +1.3% |
| 6M | +54.6% | +25.4% | +29.2% | +44.2% |
| YTD | +71.4% | +12.2% | +59.3% | +63.7% |
| 1Y | +82.1% | -0.3% | +82.4% | +79.4% |
| 3Y | +193.2% | -1.6% | +194.8% | +182.4% |
| 5Y | +146.1% | +31.0% | +115.1% | +114.1% |
| All | +502.6% | +87.0% | +415.6% | +376.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling