+14.7%
EWZ vs GNRC
+2,087.1%
-2,072.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.4% | -3.1% | -1.2% |
| 7D | +6.5% | +1.9% | +4.6% | +6.0% |
| 30D | +4.8% | -13.8% | +18.7% | +8.0% |
| 3M | +9.9% | -32.6% | +42.5% | +18.4% |
| 6M | +1.9% | -15.2% | +17.1% | +3.5% |
| YTD | +20.3% | +37.4% | -17.1% | +9.2% |
| 1Y | +35.6% | +5.1% | +30.5% | +29.5% |
| 3Y | +43.4% | +57.5% | -14.1% | +20.8% |
| 5Y | +55.9% | -58.7% | +114.7% | +69.5% |
| 10Y | +84.2% | +395.5% | -311.4% | -2.0% |
| All | +14.7% | +2,087.1% | -2,072.5% | -60.7% |
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