+353.2%
EWZ vs GFI
+1,838.4%
-1,485.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.4% | +1.4% |
| 7D | +0.8% | -8.7% | +9.5% | +2.2% |
| 30D | -24.4% | +0.6% | -25.0% | -24.7% |
| 3M | -4.6% | -7.5% | +2.9% | -4.0% |
| 6M | -11.6% | -18.3% | +6.8% | -9.8% |
| YTD | +2.4% | -13.8% | +16.2% | +2.6% |
| 1Y | +2.1% | -8.8% | +10.9% | +1.1% |
| 3Y | +18.7% | +215.8% | -197.1% | -7.7% |
| 5Y | +54.2% | +301.2% | -247.0% | +10.2% |
| 10Y | +65.9% | +1,284.4% | -1,218.5% | -16.4% |
| All | +353.2% | +1,838.4% | -1,485.2% | +143.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling