+54.2%
EWZ vs GPC
+4.3%
+49.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +0.4% | +0.3% | +0.7% |
| 30D | -24.4% | -6.3% | -18.1% | -23.4% |
| 3M | -4.6% | -8.2% | +3.6% | -3.0% |
| 6M | -11.6% | +27.1% | -38.7% | -17.8% |
| YTD | +2.4% | +3.1% | -0.7% | -0.6% |
| 1Y | +2.1% | +0.1% | +2.0% | -0.1% |
| 3Y | +18.7% | +0.2% | +18.5% | +12.2% |
| All | +54.2% | +4.3% | +49.8% | +38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling