+452.3%
EWT vs GPC
+74.9%
+377.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +9.1% | +0.4% | +8.7% | +9.0% |
| 30D | -12.2% | -6.3% | -5.9% | -10.9% |
| 3M | -9.4% | -8.2% | -1.3% | -7.6% |
| 6M | +2.7% | +27.1% | -24.4% | -4.9% |
| YTD | +53.3% | +3.1% | +50.2% | +49.3% |
| 1Y | +59.2% | +0.1% | +59.1% | +56.2% |
| 3Y | +157.1% | +0.2% | +156.9% | +145.4% |
| 5Y | +119.6% | +4.9% | +114.8% | +103.4% |
| All | +452.3% | +74.9% | +377.4% | +331.5% |
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