+816.6%
GLD vs EWZ
+355.0%
+461.6%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -0.5% | +6.5% | -7.0% | -1.1% |
| 30D | +4.4% | +4.8% | -0.4% | +3.9% |
| 3M | -1.1% | +9.9% | -11.0% | -2.0% |
| 6M | -13.8% | +1.9% | -15.7% | -14.0% |
| YTD | +2.6% | +20.3% | -17.7% | +1.0% |
| 1Y | +24.5% | +35.6% | -11.1% | +21.2% |
| 3Y | +125.8% | +43.4% | +82.4% | +117.9% |
| 5Y | +137.8% | +55.9% | +81.8% | +126.1% |
| 10Y | +221.4% | +84.2% | +137.2% | +190.4% |
| All | +816.6% | +355.0% | +461.6% | +574.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling