+58.1%
EWZ vs GFS
-11.4%
+69.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.7% | +4.1% | +1.7% |
| 7D | +0.8% | +7.4% | -6.6% | -0.2% |
| 30D | -24.4% | -15.3% | -9.1% | -23.0% |
| 3M | -4.6% | -21.1% | +16.5% | -2.2% |
| 6M | -11.6% | -44.5% | +32.9% | -6.0% |
| YTD | +2.4% | +19.2% | -16.8% | -3.1% |
| 1Y | +2.1% | +27.2% | -25.2% | -4.4% |
| 3Y | +18.7% | -20.1% | +38.8% | +15.6% |
| 5Y | +54.2% | -25.6% | +79.8% | +50.8% |
| All | +58.1% | -11.4% | +69.6% | +55.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling