+56.9%
EWZ vs GFS
-17.5%
+74.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.2% | -5.5% | -0.1% |
| 7D | -1.5% | -7.8% | +6.3% | -0.6% |
| 30D | -24.5% | -19.7% | -4.9% | -22.6% |
| 3M | -10.7% | -23.1% | +12.4% | -8.2% |
| 6M | -19.1% | -46.4% | +27.3% | -13.6% |
| YTD | +1.6% | +11.0% | -9.4% | -2.9% |
| 1Y | +4.3% | +12.6% | -8.4% | -0.7% |
| 3Y | +19.0% | -24.9% | +43.9% | +16.8% |
| 5Y | +57.7% | -39.1% | +96.7% | +55.0% |
| All | +56.9% | -17.5% | +74.5% | +55.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling