+36.4%
EWZ vs GH
+167.0%
-130.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.2% | +2.0% |
| 7D | +5.6% | -2.1% | +7.7% | +5.7% |
| 30D | +9.3% | -4.5% | +13.7% | +9.6% |
| 3M | +15.7% | +28.9% | -13.2% | +13.1% |
| 6M | +7.4% | +76.5% | -69.1% | +2.2% |
| YTD | +22.7% | +57.6% | -34.9% | +17.4% |
| 1Y | +36.4% | +167.5% | -131.2% | +30.4% |
| All | +36.4% | +167.0% | -130.6% | +30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling