+478.5%
GS vs EWZ
+45.3%
+433.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.9% |
| 7D | +0.8% | +1.4% | -0.6% | +0.3% |
| 30D | +1.2% | -25.1% | +26.3% | +12.2% |
| 3M | -12.4% | -7.7% | -4.7% | -11.7% |
| 6M | -2.3% | -15.8% | +13.5% | +2.4% |
| YTD | +4.6% | +3.6% | +1.0% | +0.3% |
| 1Y | +17.5% | +5.5% | +12.0% | +11.6% |
| 3Y | +202.0% | +22.1% | +179.9% | +166.7% |
| 5Y | +152.4% | +58.3% | +94.0% | +93.3% |
| 10Y | +478.5% | +50.3% | +428.3% | +340.5% |
| All | +478.5% | +45.3% | +433.2% | +340.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling