+54.2%
EWZ vs GTLB
-62.5%
+116.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | +0.8% | -0.7% | +1.5% | +0.8% |
| 30D | -24.4% | -10.2% | -14.2% | -23.9% |
| 3M | -4.6% | +10.1% | -14.7% | -5.2% |
| 6M | -11.6% | +116.5% | -128.0% | -15.7% |
| YTD | +2.4% | +27.2% | -24.8% | +0.3% |
| 1Y | +2.1% | +8.6% | -6.5% | +0.9% |
| 3Y | +18.7% | +5.6% | +13.1% | +15.4% |
| All | +54.2% | -62.5% | +116.7% | +51.2% |
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