+2.7%
EWZ vs GPC
+2.1%
+0.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.7% | -0.7% | -1.3% |
| 7D | +1.3% | +0.4% | +1.0% | +1.3% |
| 30D | -26.2% | -1.8% | -24.3% | -26.1% |
| 3M | -8.6% | -6.6% | -2.1% | -8.0% |
| 6M | -17.0% | +21.3% | -38.4% | -21.3% |
| YTD | +2.2% | +4.3% | -2.1% | -4.5% |
| 1Y | +2.7% | +3.3% | -0.6% | -3.3% |
| All | +2.7% | +2.1% | +0.6% | -3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling