+519.9%
EWT vs GPC
+1,246.7%
-726.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.8% | +6.6% | +6.2% |
| 7D | +3.2% | -2.1% | +5.3% | +4.2% |
| 30D | -12.3% | -4.5% | -7.8% | -10.8% |
| 3M | -3.6% | -7.7% | +4.1% | -0.7% |
| 6M | +3.1% | +24.3% | -21.2% | -8.2% |
| YTD | +57.7% | +3.5% | +54.2% | +50.5% |
| 1Y | +60.3% | +0.7% | +59.5% | +54.6% |
| 3Y | +163.4% | 0.0% | +163.4% | +143.5% |
| 5Y | +127.4% | +5.8% | +121.6% | +98.4% |
| 10Y | +462.7% | +75.8% | +386.9% | +242.3% |
| All | +519.9% | +1,246.7% | -726.8% | +26.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling