+19.5%
EWZ vs GNRC
+89.5%
-70.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | +0.1% |
| 7D | +0.6% | +2.5% | -1.9% | +0.2% |
| 30D | -25.5% | -11.2% | -14.3% | -24.6% |
| 3M | -4.5% | -10.1% | +5.6% | -3.8% |
| 6M | -15.3% | -28.5% | +13.2% | -12.4% |
| YTD | +3.1% | +42.3% | -39.2% | -5.1% |
| 1Y | +1.2% | +22.8% | -21.6% | -4.9% |
| All | +19.5% | +89.5% | -70.0% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling