+147.5%
GE vs EWZ
+94.8%
+52.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.2% |
| 7D | -4.0% | +0.9% | -4.9% | -4.3% |
| 30D | -11.4% | +12.8% | -24.2% | -15.7% |
| 3M | -2.6% | +10.8% | -13.4% | -6.8% |
| 6M | -0.3% | +2.5% | -2.8% | -1.6% |
| YTD | +5.4% | +21.4% | -16.0% | -3.1% |
| 1Y | +15.5% | +32.8% | -17.3% | +2.4% |
| 3Y | +260.8% | +45.2% | +215.6% | +203.1% |
| 5Y | +421.6% | +63.0% | +358.7% | +304.1% |
| All | +147.5% | +94.8% | +52.7% | +74.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling