-3.7%
EWZ vs GNRC
+2,151.7%
-2,155.4%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.5% | -1.9% |
| 7D | +0.1% | +11.9% | -11.9% | -2.3% |
| 30D | -25.9% | -10.0% | -15.9% | -24.7% |
| 3M | -6.1% | -13.1% | +6.9% | -4.5% |
| 6M | -16.1% | -28.5% | +12.4% | -12.0% |
| YTD | +1.0% | +41.4% | -40.5% | -9.9% |
| 1Y | 0.0% | +18.8% | -18.8% | -7.6% |
| 3Y | +16.8% | +86.3% | -69.4% | -6.0% |
| 5Y | +52.1% | -56.8% | +108.9% | +62.4% |
| 10Y | +63.6% | +382.1% | -318.5% | -13.2% |
| All | -3.7% | +2,151.7% | -2,155.4% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling