+35.3%
EWZ vs GFI
+29.0%
+6.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.8% |
| 7D | +1.1% | -5.1% | +6.3% | +2.0% |
| 30D | +13.5% | +13.4% | 0.0% | +11.0% |
| 3M | +15.2% | +36.2% | -21.0% | +8.5% |
| 6M | +3.7% | -9.8% | +13.5% | +3.9% |
| YTD | +22.5% | +7.7% | +14.9% | +20.9% |
| 1Y | +35.3% | +27.2% | +8.1% | +28.7% |
| All | +35.3% | +29.0% | +6.3% | +28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 1y: compounded portfolio wealth divided by compounded GFI 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…
1y analysis · Full analysis span regression · 6 months rolling