+66.5%
EWZ vs GPN
+39.9%
+26.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.8% | 0.0% |
| 7D | +0.8% | -5.6% | +6.4% | +2.4% |
| 30D | -24.4% | +13.6% | -38.0% | -28.4% |
| 3M | -4.6% | -2.8% | -1.8% | -4.7% |
| 6M | -11.6% | +38.1% | -49.6% | -22.8% |
| YTD | +2.4% | +19.9% | -17.5% | -7.4% |
| 1Y | +2.1% | +23.4% | -21.3% | -8.8% |
| 3Y | +18.7% | -12.6% | +31.4% | +15.5% |
| 5Y | +54.2% | -26.6% | +80.8% | +53.5% |
| All | +66.5% | +39.9% | +26.6% | +35.6% |
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