+422.4%
GE vs EWZ
+60.3%
+362.1%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -2.8% | +1.1% | -3.9% | -3.2% |
| 30D | -11.9% | +13.5% | -25.4% | -15.7% |
| 3M | +1.8% | +15.2% | -13.4% | -3.2% |
| 6M | -0.6% | +3.7% | -4.3% | -2.0% |
| YTD | +5.5% | +22.5% | -17.0% | -1.6% |
| 1Y | +15.0% | +35.3% | -20.3% | +3.8% |
| 3Y | +269.5% | +50.2% | +219.3% | +217.4% |
| 5Y | +422.4% | +64.6% | +357.9% | +325.4% |
| All | +422.4% | +60.3% | +362.1% | +325.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling