+39.7%
EWZ vs GH
+443.7%
-403.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | -1.5% | -15.6% | +14.1% | +0.2% |
| 30D | -24.5% | -10.4% | -14.1% | -23.8% |
| 3M | -10.7% | -4.3% | -6.4% | -10.6% |
| 6M | -19.1% | +63.5% | -82.6% | -23.8% |
| YTD | +1.6% | +47.7% | -46.1% | -3.7% |
| 1Y | +4.3% | +56.7% | -52.5% | -1.8% |
| 3Y | +19.0% | +443.9% | -424.9% | -6.2% |
| 5Y | +57.7% | +36.9% | +20.8% | +38.6% |
| All | +39.7% | +443.7% | -403.9% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling