+513.6%
EWT vs GPN
+28.5%
+485.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -4.3% | +3.2% | 0.0% |
| 30D | +4.5% | 0.0% | +4.4% | +4.3% |
| 3M | +8.3% | +35.8% | -27.6% | -1.2% |
| 6M | +54.2% | +22.0% | +32.2% | +44.4% |
| YTD | +74.6% | +15.2% | +59.4% | +64.8% |
| 1Y | +84.9% | +3.5% | +81.4% | +79.3% |
| 3Y | +197.5% | -26.9% | +224.5% | +209.9% |
| 5Y | +150.6% | -44.2% | +194.8% | +175.2% |
| All | +513.6% | +28.5% | +485.1% | +408.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 10y: compounded portfolio wealth divided by compounded GPN 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…
10y analysis · Full analysis span regression · 6 months rolling