+50.3%
EWZ vs GEN
+166.9%
-116.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +1.9% | +2.0% |
| 7D | +1.4% | -0.3% | +1.7% | +1.4% |
| 30D | -25.1% | +28.2% | -53.3% | -28.6% |
| 3M | -7.7% | +2.6% | -10.3% | -8.8% |
| 6M | -15.8% | +32.7% | -48.5% | -21.1% |
| YTD | +3.6% | +11.3% | -7.6% | 0.0% |
| 1Y | +5.5% | +17.9% | -12.5% | +0.6% |
| 3Y | +22.1% | +66.3% | -44.2% | +7.5% |
| 5Y | +58.3% | +31.7% | +26.7% | +42.6% |
| 10Y | +50.3% | +150.0% | -99.7% | +6.4% |
| All | +50.3% | +166.9% | -116.6% | +6.4% |
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