+451.6%
EWT vs GPC
+74.2%
+377.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.7% |
| 7D | +13.2% | -1.3% | +14.5% | +13.6% |
| 30D | -14.3% | -6.0% | -8.3% | -13.0% |
| 3M | -8.4% | -7.6% | -0.8% | -6.7% |
| 6M | +3.7% | +24.2% | -20.5% | -3.3% |
| YTD | +53.1% | +2.7% | +50.4% | +49.2% |
| 1Y | +55.5% | +0.2% | +55.4% | +52.5% |
| 3Y | +155.6% | -0.8% | +156.4% | +144.7% |
| 5Y | +119.3% | +4.4% | +114.9% | +103.3% |
| All | +451.6% | +74.2% | +377.4% | +331.4% |
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