+55.0%
EWZ vs GH
+23.4%
+31.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +4.8% | -1.1% | +5.9% | +4.9% |
| 3M | +9.9% | +21.3% | -11.4% | +7.9% |
| 6M | +1.9% | +73.5% | -71.6% | -3.1% |
| YTD | +20.3% | +58.0% | -37.7% | +15.1% |
| 1Y | +35.6% | +163.1% | -127.4% | +24.1% |
| 3Y | +43.4% | +361.0% | -317.6% | +22.2% |
| All | +55.0% | +23.4% | +31.6% | +25.7% |
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 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