+57.8%
EWZ vs GTLB
-61.8%
+119.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.8% |
| 7D | -1.5% | -11.1% | +9.6% | -0.8% |
| 30D | -24.5% | -7.5% | -17.0% | -24.2% |
| 3M | -10.7% | +34.8% | -45.5% | -12.3% |
| 6M | -19.1% | +98.0% | -117.1% | -22.5% |
| YTD | +1.6% | +28.1% | -26.5% | -0.4% |
| 1Y | +4.3% | +5.6% | -1.3% | +3.3% |
| 3Y | +19.0% | +15.9% | +3.0% | +15.1% |
| All | +57.8% | -61.8% | +119.7% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling