+185.7%
GS vs EWZ
+54.7%
+131.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.3% |
| 7D | +0.9% | +6.5% | -5.6% | -1.6% |
| 30D | -1.6% | +4.8% | -6.4% | -3.5% |
| 3M | -4.5% | +9.9% | -14.4% | -7.9% |
| 6M | +20.9% | +1.9% | +18.9% | +19.8% |
| YTD | +19.9% | +20.3% | -0.4% | +11.7% |
| 1Y | +41.4% | +35.6% | +5.8% | +25.6% |
| 3Y | +239.2% | +43.4% | +195.7% | +191.6% |
| All | +185.7% | +54.7% | +131.0% | +141.3% |
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