+50.9%
EWZ vs GPN
-19.4%
+70.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.9% | -5.3% | -2.1% |
| 7D | +1.3% | +3.7% | -2.3% | +0.6% |
| 30D | -26.2% | +23.6% | -49.7% | -29.2% |
| 3M | -8.6% | +18.3% | -26.9% | -11.8% |
| 6M | -17.0% | +47.8% | -64.8% | -23.5% |
| YTD | +2.2% | +32.6% | -30.4% | -4.5% |
| 1Y | +2.7% | +36.0% | -33.3% | -4.6% |
| 3Y | +18.2% | -3.9% | +22.1% | +15.5% |
| All | +50.9% | -19.4% | +70.3% | +50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling