+432.5%
EWZ vs GFI
+2,412.3%
-1,979.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +6.5% | +3.1% | +3.4% | +5.9% |
| 30D | +4.8% | +27.1% | -22.3% | +0.6% |
| 3M | +9.9% | +21.2% | -11.3% | +5.8% |
| 6M | +1.9% | -4.5% | +6.4% | +1.5% |
| YTD | +20.3% | +11.7% | +8.6% | +16.1% |
| 1Y | +35.6% | +46.0% | -10.4% | +24.3% |
| 3Y | +43.4% | +309.6% | -266.1% | +7.2% |
| 5Y | +55.9% | +506.0% | -450.1% | +4.5% |
| 10Y | +84.2% | +1,009.2% | -925.1% | -2.4% |
| All | +432.5% | +2,412.3% | -1,979.7% | +175.5% |
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