+54.2%
EWZ vs GH
+45.9%
+8.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.6% |
| 7D | +0.8% | +0.6% | +0.2% | +0.7% |
| 30D | -24.4% | -6.9% | -17.4% | -24.0% |
| 3M | -4.6% | -4.9% | +0.3% | -4.4% |
| 6M | -11.6% | +54.1% | -65.6% | -15.3% |
| YTD | +2.4% | +48.5% | -46.1% | -2.0% |
| 1Y | +2.1% | +61.2% | -59.1% | -3.0% |
| 3Y | +18.7% | +570.3% | -551.6% | -3.2% |
| All | +54.2% | +45.9% | +8.2% | +35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling