+75.6%
EWZ vs GTLB
-50.0%
+125.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.4% | +7.4% | +2.3% |
| 7D | +5.6% | +4.6% | +1.0% | +5.3% |
| 30D | +9.3% | +21.0% | -11.7% | +8.1% |
| 3M | +15.7% | +51.7% | -36.0% | +12.9% |
| 6M | +7.4% | +89.3% | -81.8% | +3.2% |
| YTD | +22.7% | +25.6% | -2.9% | +20.5% |
| 1Y | +36.4% | -1.5% | +37.9% | +35.6% |
| 3Y | +50.4% | -9.9% | +60.3% | +47.6% |
| All | +75.6% | -50.0% | +125.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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