+353.6%
EWZ vs GD
+2,240.9%
-1,887.3%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.6% | +4.2% | +3.2% |
| 7D | -4.1% | +3.0% | -7.0% | -5.9% |
| 30D | -25.0% | +10.5% | -35.5% | -29.7% |
| 3M | -10.6% | -5.0% | -5.7% | -8.7% |
| 6M | -16.6% | +5.5% | -22.1% | -20.3% |
| YTD | +2.5% | +10.3% | -7.9% | -5.6% |
| 1Y | +8.1% | +8.2% | -0.1% | +0.7% |
| 3Y | +20.4% | +59.0% | -38.6% | -13.8% |
| 5Y | +62.7% | +104.3% | -41.6% | -2.8% |
| 10Y | +52.6% | +202.4% | -149.8% | -29.8% |
| All | +353.6% | +2,240.9% | -1,887.3% | -4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling