+465.6%
EWZ vs GPN
+2,611.5%
-2,145.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.0% |
| 7D | +6.5% | +0.8% | +5.7% | +6.2% |
| 30D | +4.8% | +5.8% | -0.9% | +2.4% |
| 3M | +9.9% | +37.0% | -27.1% | -3.8% |
| 6M | +1.9% | +20.1% | -18.2% | -6.7% |
| YTD | +20.3% | +20.4% | -0.1% | +8.7% |
| 1Y | +35.6% | +7.4% | +28.2% | +27.3% |
| 3Y | +43.4% | -26.1% | +69.6% | +49.9% |
| 5Y | +55.9% | -38.5% | +94.5% | +66.4% |
| 10Y | +84.2% | +28.4% | +55.8% | +42.1% |
| All | +465.6% | +2,611.5% | -2,145.9% | +112.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling