+85.8%
EWZ vs GFS
-3.7%
+89.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.9% |
| 7D | +6.5% | +1.0% | +5.5% | +6.3% |
| 30D | +4.8% | -8.6% | +13.4% | +5.9% |
| 3M | +9.9% | -46.5% | +56.4% | +18.6% |
| 6M | +1.9% | -4.8% | +6.8% | +0.5% |
| YTD | +20.3% | +29.7% | -9.4% | +13.3% |
| 1Y | +35.6% | +35.8% | -0.2% | +26.5% |
| 3Y | +43.4% | -18.3% | +61.8% | +39.8% |
| All | +85.8% | -3.7% | +89.5% | +81.9% |
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