+89.5%
EWZ vs GFS
-3.9%
+93.4%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +5.6% | +2.6% | +2.9% | +5.2% |
| 30D | +9.3% | -16.4% | +25.6% | +11.7% |
| 3M | +15.7% | -41.6% | +57.3% | +23.4% |
| 6M | +7.4% | -3.7% | +11.1% | +5.8% |
| YTD | +22.7% | +29.3% | -6.6% | +15.5% |
| 1Y | +36.4% | +37.1% | -0.7% | +27.0% |
| 3Y | +50.4% | -22.1% | +72.5% | +47.4% |
| All | +89.5% | -3.9% | +93.4% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded GFS 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling