+91.2%
EWZ vs GNRC
+433.2%
-342.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.8% |
| 7D | +1.1% | -0.7% | +1.9% | +1.3% |
| 30D | +13.5% | -15.8% | +29.3% | +17.5% |
| 3M | +15.2% | -24.0% | +39.3% | +21.0% |
| 6M | +3.7% | -13.8% | +17.5% | +4.9% |
| YTD | +22.5% | +33.2% | -10.7% | +11.7% |
| 1Y | +35.3% | -1.8% | +37.1% | +30.9% |
| 3Y | +50.2% | +57.7% | -7.5% | +25.5% |
| 5Y | +64.6% | -59.7% | +124.3% | +90.8% |
| All | +91.2% | +433.2% | -342.0% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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