+124.5%
GLD vs EWZ
+50.2%
+74.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 7D | +0.7% | +5.6% | -4.8% | -0.7% |
| 30D | +0.3% | +9.3% | -8.9% | -2.1% |
| 3M | +0.6% | +15.7% | -15.1% | -3.2% |
| 6M | -15.6% | +7.4% | -23.0% | -17.3% |
| YTD | +0.9% | +22.7% | -21.8% | -2.9% |
| 1Y | +19.4% | +36.4% | -17.0% | +13.0% |
| 3Y | +124.5% | +50.4% | +74.1% | +109.6% |
| All | +124.5% | +50.2% | +74.2% | +109.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling