+92.6%
EWZ vs GPN
+21.6%
+70.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.7% | +1.3% | -0.4% |
| 7D | -0.1% | -6.2% | +6.2% | +2.2% |
| 30D | +8.2% | +1.0% | +7.2% | +7.5% |
| 3M | +13.3% | +36.9% | -23.6% | +0.1% |
| 6M | +3.6% | +16.8% | -13.2% | -3.6% |
| YTD | +21.0% | +13.2% | +7.7% | +12.6% |
| 1Y | +34.7% | +1.4% | +33.2% | +30.0% |
| 3Y | +48.3% | -28.6% | +76.9% | +58.4% |
| 5Y | +60.1% | -47.0% | +107.1% | +89.1% |
| 10Y | +92.6% | +25.2% | +67.4% | +57.5% |
| All | +92.6% | +21.6% | +70.9% | +57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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