+66.5%
EWZ vs GEN
+152.9%
-86.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | +1.0% |
| 7D | +0.8% | +2.0% | -1.3% | +0.4% |
| 30D | -24.4% | +27.7% | -52.1% | -27.9% |
| 3M | -4.6% | +3.3% | -7.8% | -5.8% |
| 6M | -11.6% | +31.8% | -43.4% | -16.9% |
| YTD | +2.4% | +13.5% | -11.1% | -1.5% |
| 1Y | +2.1% | +16.0% | -14.0% | -2.3% |
| 3Y | +18.7% | +70.6% | -51.9% | +4.0% |
| 5Y | +54.2% | +32.1% | +22.1% | +38.8% |
| All | +66.5% | +152.9% | -86.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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