+64.2%
EWZ vs GPN
+34.3%
+30.0%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.0% | +10.0% | +2.0% |
| 7D | +0.1% | -7.1% | +7.2% | +2.3% |
| 30D | -25.9% | +7.7% | -33.6% | -28.5% |
| 3M | -6.1% | -0.1% | -6.0% | -7.3% |
| 6M | -16.1% | +29.4% | -45.5% | -25.1% |
| YTD | +1.0% | +15.1% | -14.1% | -7.4% |
| 1Y | 0.0% | +15.4% | -15.5% | -8.6% |
| 3Y | +16.8% | -16.5% | +33.4% | +15.5% |
| 5Y | +52.1% | -29.6% | +81.6% | +53.6% |
| All | +64.2% | +34.3% | +30.0% | +35.7% |
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