+12.1%
GS vs EWZ
+3.3%
+8.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.5% |
| 7D | -3.2% | -1.5% | -1.7% | -2.9% |
| 30D | -2.4% | -24.5% | +22.1% | +3.0% |
| 3M | -15.7% | -10.7% | -5.0% | -17.9% |
| 6M | -6.8% | -19.1% | +12.3% | -5.3% |
| YTD | -0.1% | +1.6% | -1.7% | -4.6% |
| 1Y | +12.1% | +4.3% | +7.8% | +6.8% |
| All | +12.1% | +3.3% | +8.8% | +6.8% |
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