0.0%
EWZ vs GPN
+15.9%
-15.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -12.0% | +10.0% | -0.8% |
| 7D | +0.1% | -7.1% | +7.2% | +0.7% |
| 30D | -25.9% | +7.7% | -33.6% | -26.7% |
| 3M | -6.1% | -0.1% | -6.0% | -6.6% |
| 6M | -16.1% | +29.4% | -45.5% | -19.3% |
| YTD | +1.0% | +15.1% | -14.1% | -1.2% |
| 1Y | 0.0% | +15.4% | -15.5% | -3.2% |
| All | 0.0% | +15.9% | -15.9% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling