+72.2%
EWZ vs GTLB
-47.1%
+119.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.8% |
| 7D | +6.5% | +11.1% | -4.6% | +5.9% |
| 30D | +4.8% | +37.8% | -33.0% | +3.0% |
| 3M | +9.9% | +61.6% | -51.7% | +6.9% |
| 6M | +1.9% | +98.9% | -97.0% | -2.3% |
| YTD | +20.3% | +32.8% | -12.5% | +17.8% |
| 1Y | +35.6% | +14.7% | +21.0% | +33.7% |
| 3Y | +43.4% | +1.3% | +42.1% | +39.9% |
| All | +72.2% | -47.1% | +119.3% | +61.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling