+127.4%
EWT vs GPC
+6.4%
+121.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.0% |
| 7D | +3.2% | -2.1% | +5.3% | +3.7% |
| 30D | -12.3% | -4.5% | -7.8% | -11.6% |
| 3M | -3.6% | -7.7% | +4.1% | -2.2% |
| 6M | +3.1% | +24.3% | -21.2% | -2.7% |
| YTD | +57.7% | +3.5% | +54.2% | +53.8% |
| 1Y | +60.3% | +0.7% | +59.5% | +57.2% |
| 3Y | +163.4% | 0.0% | +163.4% | +150.6% |
| 5Y | +127.4% | +5.8% | +121.6% | +101.6% |
| All | +127.4% | +6.4% | +121.0% | +101.6% |
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