+68.7%
EWZ vs GH
+480.1%
-411.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +5.6% | -2.1% | +7.7% | +5.8% |
| 30D | +9.3% | -4.5% | +13.7% | +9.7% |
| 3M | +15.7% | +28.9% | -13.2% | +12.2% |
| 6M | +7.4% | +76.5% | -69.1% | +0.4% |
| YTD | +22.7% | +57.6% | -34.9% | +15.8% |
| 1Y | +36.4% | +167.5% | -131.2% | +20.9% |
| 3Y | +50.4% | +377.4% | -327.0% | +20.5% |
| 5Y | +67.6% | +23.8% | +43.8% | +49.5% |
| All | +68.7% | +480.1% | -411.4% | +22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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