+240.0%
GM vs EWZ
+1.6%
+238.4%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.3% | +1.5% | +2.3% |
| 7D | -1.1% | +1.1% | -2.2% | -1.5% |
| 30D | -3.4% | +13.5% | -16.9% | -8.4% |
| 3M | +8.7% | +15.2% | -6.5% | +2.3% |
| 6M | +15.4% | +3.7% | +11.7% | +13.3% |
| YTD | +6.6% | +22.5% | -15.9% | -2.5% |
| 1Y | +51.5% | +35.3% | +16.2% | +32.5% |
| 3Y | +169.3% | +50.2% | +119.2% | +122.3% |
| 5Y | +81.6% | +64.6% | +17.0% | +40.4% |
| 10Y | +240.7% | +95.0% | +145.6% | +125.3% |
| All | +240.0% | +1.6% | +238.4% | +204.4% |
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