+20.0%
GE vs EWZ
+36.3%
-16.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -1.6% | +6.5% | -8.1% | -4.4% |
| 30D | -11.6% | +4.8% | -16.4% | -13.4% |
| 3M | +3.0% | +9.9% | -6.9% | -1.7% |
| 6M | -0.5% | +1.9% | -2.5% | -1.3% |
| YTD | +9.7% | +20.3% | -10.6% | +1.5% |
| 1Y | +20.0% | +35.6% | -15.6% | +4.3% |
| All | +20.0% | +36.3% | -16.3% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling