+405.9%
GE vs EWZ
+51.3%
+354.6%
-43.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.9% |
| 7D | +5.1% | +0.1% | +5.1% | +5.1% |
| 30D | +7.6% | -25.9% | +33.4% | +16.0% |
| 3M | -9.3% | -6.1% | -3.2% | -10.1% |
| 6M | +11.5% | -16.1% | +27.6% | +14.9% |
| YTD | +7.9% | +1.0% | +6.9% | +4.3% |
| 1Y | +7.6% | 0.0% | +7.7% | +4.4% |
| 3Y | +265.9% | +16.8% | +249.0% | +231.6% |
| 5Y | +405.9% | +52.1% | +353.9% | +310.7% |
| All | +405.9% | +51.3% | +354.6% | +310.7% |
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