+501.7%
EWT vs GPC
+1,236.8%
-735.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.2% | -2.6% |
| 7D | +13.2% | -1.3% | +14.5% | +13.9% |
| 30D | -14.3% | -6.0% | -8.3% | -12.2% |
| 3M | -8.4% | -7.6% | -0.8% | -5.6% |
| 6M | +3.7% | +24.2% | -20.5% | -7.6% |
| YTD | +53.1% | +2.7% | +50.4% | +46.6% |
| 1Y | +55.5% | +0.2% | +55.4% | +50.4% |
| 3Y | +155.6% | -0.8% | +156.4% | +137.1% |
| 5Y | +119.3% | +4.4% | +114.9% | +92.5% |
| 10Y | +446.2% | +74.5% | +371.7% | +233.3% |
| All | +501.7% | +1,236.8% | -735.1% | +23.6% |
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 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