+52.3%
EWZ vs GEN
+35.2%
+17.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.6% |
| 7D | +0.6% | -0.8% | +1.4% | +0.7% |
| 30D | -25.5% | +31.2% | -56.7% | -28.5% |
| 3M | -4.5% | +6.1% | -10.6% | -5.8% |
| 6M | -15.3% | +38.1% | -53.4% | -20.1% |
| YTD | +3.1% | +14.4% | -11.3% | +0.3% |
| 1Y | +1.2% | +15.1% | -13.9% | -1.7% |
| 3Y | +19.3% | +68.5% | -49.3% | +7.9% |
| 5Y | +52.3% | +35.8% | +16.4% | +33.6% |
| All | +52.3% | +35.2% | +17.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling