+891.8%
EWT vs GPN
+2,494.6%
-1,602.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.8% | -4.3% | -3.1% |
| 7D | -1.1% | -3.5% | +2.4% | -0.1% |
| 30D | +4.8% | +3.1% | +1.7% | +3.6% |
| 3M | +11.1% | +42.3% | -31.1% | -1.1% |
| 6M | +54.6% | +20.9% | +33.8% | +44.0% |
| YTD | +71.4% | +15.2% | +56.2% | +60.5% |
| 1Y | +82.1% | +5.4% | +76.7% | +74.5% |
| 3Y | +193.2% | -27.4% | +220.6% | +205.5% |
| 5Y | +146.1% | -44.2% | +190.3% | +169.4% |
| 10Y | +505.0% | +27.4% | +477.6% | +378.7% |
| All | +891.8% | +2,494.6% | -1,602.8% | +242.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling