+213.1%
GLD vs EWZ
+96.6%
+116.5%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.8% |
| 7D | -3.4% | +1.1% | -4.5% | -3.5% |
| 30D | -1.1% | +13.5% | -14.6% | -2.2% |
| 3M | +5.8% | +15.2% | -9.4% | +4.6% |
| 6M | -17.1% | +3.7% | -20.8% | -17.4% |
| YTD | 0.0% | +22.5% | -22.5% | -1.4% |
| 1Y | +18.2% | +35.3% | -17.0% | +15.8% |
| 3Y | +122.6% | +50.2% | +72.4% | +116.1% |
| 5Y | +137.1% | +64.6% | +72.5% | +128.2% |
| All | +213.1% | +96.6% | +116.5% | +188.4% |
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