+44.7%
EWZ vs GPC
-1.1%
+45.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +6.5% | +1.2% | +5.3% | +6.3% |
| 30D | +4.8% | +6.0% | -1.1% | +3.8% |
| 3M | +9.9% | +42.6% | -32.7% | +2.2% |
| 6M | +1.9% | +22.8% | -20.8% | -2.8% |
| YTD | +20.3% | +15.5% | +4.9% | +15.3% |
| 1Y | +35.6% | +2.0% | +33.6% | +32.9% |
| All | +44.7% | -1.1% | +45.8% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling