+170.5%
GM vs EWZ
+46.3%
+124.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.2% |
| 7D | -2.4% | +0.9% | -3.3% | -2.8% |
| 30D | -1.1% | +12.8% | -13.9% | -5.7% |
| 3M | +6.1% | +10.8% | -4.6% | +1.8% |
| 6M | +15.0% | +2.5% | +12.5% | +13.5% |
| YTD | +6.0% | +21.4% | -15.4% | -1.8% |
| 1Y | +47.1% | +32.8% | +14.3% | +31.1% |
| 3Y | +170.5% | +45.2% | +125.3% | +124.9% |
| All | +170.5% | +46.3% | +124.2% | +124.9% |
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 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