+64.6%
EWZ vs GFI
+515.1%
-450.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.9% | +4.2% | +1.7% |
| 7D | +1.1% | -5.1% | +6.3% | +1.8% |
| 30D | +13.5% | +13.4% | 0.0% | +11.5% |
| 3M | +15.2% | +36.2% | -21.0% | +10.0% |
| 6M | +3.7% | -9.8% | +13.5% | +4.0% |
| YTD | +22.5% | +7.7% | +14.9% | +19.9% |
| 1Y | +35.3% | +27.2% | +8.1% | +28.9% |
| 3Y | +50.2% | +300.3% | -250.1% | +20.6% |
| 5Y | +64.6% | +539.8% | -475.2% | +15.0% |
| All | +64.6% | +515.1% | -450.6% | +15.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling