+594.1%
EWT vs GPC
+1,402.6%
-808.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.7% | +1.4% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | +10.3% | +6.0% | +4.3% | +7.5% |
| 3M | +6.1% | +42.6% | -36.5% | -10.7% |
| 6M | +56.6% | +22.8% | +33.9% | +40.7% |
| YTD | +76.6% | +15.5% | +61.1% | +61.3% |
| 1Y | +97.9% | +2.0% | +95.8% | +90.6% |
| 3Y | +198.0% | -1.4% | +199.4% | +178.3% |
| 5Y | +151.8% | +30.6% | +121.2% | +99.3% |
| 10Y | +514.1% | +80.6% | +433.5% | +275.0% |
| All | +594.1% | +1,402.6% | -808.5% | +36.0% |
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