+154.7%
GS vs EWZ
+51.3%
+103.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.7% |
| 7D | +5.1% | +0.1% | +5.1% | +5.1% |
| 30D | +2.4% | -25.9% | +28.3% | +12.1% |
| 3M | -11.5% | -6.1% | -5.3% | -12.3% |
| 6M | -2.5% | -16.1% | +13.6% | +1.0% |
| YTD | +5.5% | +1.0% | +4.5% | +1.7% |
| 1Y | +11.0% | 0.0% | +11.1% | +7.3% |
| 3Y | +200.1% | +16.8% | +183.2% | +169.0% |
| 5Y | +154.7% | +52.1% | +102.6% | +110.4% |
| All | +154.7% | +51.3% | +103.4% | +110.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling