+262.7%
GE vs EWZ
+45.8%
+216.9%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.4% | -1.4% | -2.3% |
| 7D | -1.2% | -0.1% | -1.2% | -1.2% |
| 30D | -11.3% | +8.2% | -19.4% | -13.9% |
| 3M | -1.4% | +13.3% | -14.7% | -6.1% |
| 6M | +1.2% | +3.6% | -2.4% | -0.1% |
| YTD | +5.9% | +21.0% | -15.0% | -0.9% |
| 1Y | +18.4% | +34.7% | -16.3% | +6.9% |
| All | +262.7% | +45.8% | +216.9% | +207.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling