+57.8%
EWZ vs GEN
+32.5%
+25.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.6% | +3.3% | +1.1% |
| 7D | -1.5% | +2.3% | -3.7% | -1.8% |
| 30D | -24.5% | +33.1% | -57.6% | -27.7% |
| 3M | -10.7% | +6.5% | -17.2% | -12.0% |
| 6M | -19.1% | +53.8% | -72.9% | -25.2% |
| YTD | +1.6% | +11.2% | -9.6% | -0.8% |
| 1Y | +4.3% | +19.4% | -15.1% | +0.4% |
| 3Y | +19.0% | +81.0% | -62.1% | +6.4% |
| All | +57.8% | +32.5% | +25.4% | +41.7% |
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