+42.6%
EWZ vs GD
+192.5%
-149.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.3% | +0.8% | -0.2% |
| 7D | -4.2% | -3.9% | -0.3% | -2.1% |
| 30D | -26.1% | +8.1% | -34.2% | -29.8% |
| 3M | -12.0% | -6.8% | -5.3% | -9.2% |
| 6M | -19.3% | +3.0% | -22.3% | -21.7% |
| YTD | +0.9% | +7.8% | -6.8% | -5.7% |
| 1Y | +3.4% | +5.8% | -2.4% | -2.3% |
| 3Y | +18.6% | +55.3% | -36.7% | -15.1% |
| 5Y | +56.6% | +96.7% | -40.1% | -8.4% |
| All | +42.6% | +192.5% | -149.9% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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