+432.5%
EWZ vs GD
+2,194.7%
-1,762.1%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | +0.3% |
| 7D | +6.5% | -5.3% | +11.8% | +9.9% |
| 30D | +4.8% | -6.4% | +11.3% | +8.9% |
| 3M | +9.9% | +5.7% | +4.2% | +5.7% |
| 6M | +1.9% | -0.9% | +2.9% | +1.4% |
| YTD | +20.3% | +8.2% | +12.1% | +12.8% |
| 1Y | +35.6% | +13.4% | +22.2% | +23.3% |
| 3Y | +43.4% | +68.5% | -25.1% | -0.9% |
| 5Y | +55.9% | +97.2% | -41.2% | -4.3% |
| 10Y | +84.2% | +190.2% | -106.0% | -12.6% |
| All | +432.5% | +2,194.7% | -1,762.1% | +14.4% |
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