+154.5%
EWT vs GPC
+30.9%
+123.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | 0.0% |
| 7D | +2.1% | -0.6% | +2.8% | +2.3% |
| 30D | +9.4% | +1.3% | +8.1% | +9.0% |
| 3M | +10.9% | +37.1% | -26.2% | +2.7% |
| 6M | +57.9% | +23.2% | +34.8% | +49.6% |
| YTD | +75.9% | +13.1% | +62.8% | +68.8% |
| 1Y | +89.7% | +0.9% | +88.8% | +86.7% |
| 3Y | +200.9% | -0.8% | +201.7% | +189.5% |
| 5Y | +154.5% | +31.1% | +123.4% | +113.3% |
| All | +154.5% | +30.9% | +123.6% | +113.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling