+346.7%
EWZ vs GPC
+1,223.2%
-876.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | 0.0% | -0.6% |
| 7D | -4.2% | +1.7% | -5.8% | -5.1% |
| 30D | -26.1% | -2.3% | -23.8% | -25.6% |
| 3M | -12.0% | -4.5% | -7.5% | -10.5% |
| 6M | -19.3% | +21.6% | -40.8% | -30.4% |
| YTD | +0.9% | +4.0% | -3.1% | -6.1% |
| 1Y | +3.4% | +3.5% | -0.1% | -3.8% |
| 3Y | +18.6% | +2.1% | +16.4% | +3.7% |
| 5Y | +56.6% | +5.5% | +51.1% | +28.1% |
| 10Y | +50.3% | +90.7% | -40.5% | -27.2% |
| All | +346.7% | +1,223.2% | -876.5% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling