+89.7%
EWT vs GPC
+0.6%
+89.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.1% | -0.6% | +2.8% | +2.2% |
| 30D | +9.4% | +1.3% | +8.1% | +9.2% |
| 3M | +10.9% | +37.1% | -26.2% | +4.5% |
| 6M | +57.9% | +23.2% | +34.8% | +50.3% |
| YTD | +75.9% | +13.1% | +62.8% | +67.8% |
| 1Y | +89.7% | +0.9% | +88.8% | +82.7% |
| All | +89.7% | +0.6% | +89.1% | +82.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling