+211.8%
GLD vs EWZ
+67.2%
+144.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | -4.4% | -25.5% | +21.1% | -2.4% |
| 3M | -8.9% | -4.5% | -4.4% | -8.9% |
| 6M | -16.0% | -15.3% | -0.7% | -15.2% |
| YTD | -7.9% | +3.1% | -10.9% | -8.2% |
| 1Y | -3.9% | +1.2% | -5.1% | -4.1% |
| 3Y | +103.4% | +19.3% | +84.2% | +100.3% |
| 5Y | +109.7% | +52.3% | +57.5% | +103.4% |
| 10Y | +211.8% | +67.0% | +144.8% | +189.4% |
| All | +211.8% | +67.2% | +144.6% | +189.4% |
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 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