+66.5%
EWZ vs GNRC
+372.1%
-305.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +0.8% | +7.9% | -7.2% | -0.9% |
| 30D | -24.4% | -3.7% | -20.7% | -24.2% |
| 3M | -4.6% | -11.9% | +7.4% | -3.2% |
| 6M | -11.6% | -28.6% | +17.1% | -7.2% |
| YTD | +2.4% | +39.9% | -37.5% | -8.7% |
| 1Y | +2.1% | +23.4% | -21.3% | -6.6% |
| 3Y | +18.7% | +84.2% | -65.5% | -5.2% |
| 5Y | +54.2% | -57.3% | +111.5% | +76.2% |
| All | +66.5% | +372.1% | -305.6% | -35.6% |
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