+199.8%
EWT vs GPC
-1.1%
+200.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +9.1% |
| 3M | +10.9% | +37.1% | -26.2% | +4.8% |
| 6M | +57.9% | +23.2% | +34.8% | +51.6% |
| YTD | +75.9% | +13.1% | +62.8% | +70.3% |
| 1Y | +89.7% | +0.9% | +88.8% | +86.9% |
| All | +199.8% | -1.1% | +200.9% | +184.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling