+208.4%
GLD vs EWZ
+55.9%
+152.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.6% |
| 7D | +2.8% | +1.3% | +1.5% | +2.7% |
| 30D | -4.0% | -26.2% | +22.2% | -1.8% |
| 3M | -8.2% | -8.6% | +0.4% | -7.9% |
| 6M | -14.8% | -17.0% | +2.2% | -13.9% |
| YTD | -6.8% | +2.2% | -9.0% | -7.0% |
| 1Y | -2.4% | +2.7% | -5.1% | -2.7% |
| 3Y | +105.8% | +18.2% | +87.6% | +102.7% |
| 5Y | +113.3% | +56.0% | +57.3% | +106.7% |
| 10Y | +208.4% | +60.8% | +147.6% | +185.9% |
| All | +208.4% | +55.9% | +152.6% | +185.9% |
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