+43.6%
EWZ vs GPC
+85.6%
-42.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.2% |
| 7D | -1.5% | +1.6% | -3.1% | -2.1% |
| 30D | -24.5% | -2.1% | -22.4% | -24.2% |
| 3M | -10.7% | -6.8% | -3.9% | -8.6% |
| 6M | -19.1% | +18.6% | -37.7% | -26.2% |
| YTD | +1.6% | +2.7% | -1.1% | -2.7% |
| 1Y | +4.3% | +1.8% | +2.5% | +0.1% |
| 3Y | +19.0% | +1.1% | +17.9% | +9.1% |
| 5Y | +57.7% | +4.1% | +53.6% | +37.6% |
| All | +43.6% | +85.6% | -42.0% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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