+237.8%
EWY vs GD
+174.7%
+63.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.1% | +6.3% | +6.2% |
| 7D | -2.8% | +0.6% | -3.5% | -3.0% |
| 30D | -13.1% | +9.5% | -22.6% | -16.3% |
| 3M | -11.6% | -5.8% | -5.8% | -9.8% |
| 6M | -23.4% | +7.7% | -31.1% | -26.5% |
| YTD | +52.0% | +11.1% | +41.0% | +43.3% |
| 1Y | +58.6% | +6.1% | +52.5% | +52.4% |
| 3Y | +163.3% | +59.8% | +103.5% | +106.2% |
| 5Y | +108.7% | +104.6% | +4.1% | +41.0% |
| 10Y | +237.8% | +170.5% | +67.2% | +101.2% |
| All | +237.8% | +174.7% | +63.1% | +101.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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