+39.4%
GM vs EWZ
+7.8%
+31.6%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.6% | +3.0% | +4.3% |
| 7D | +12.1% | -4.1% | +16.1% | +12.9% |
| 30D | +15.2% | -25.0% | +40.2% | +21.0% |
| 3M | +4.9% | -10.6% | +15.5% | +3.2% |
| 6M | +22.6% | -16.6% | +39.2% | +23.9% |
| YTD | +14.4% | +2.5% | +11.9% | +10.0% |
| 1Y | +39.4% | +8.1% | +31.3% | +27.8% |
| All | +39.4% | +7.8% | +31.6% | +27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling