+229.5%
EWY vs GD
+165.7%
+63.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | +4.2% | +2.7% | +1.6% | +3.1% |
| 30D | -10.7% | +8.6% | -19.3% | -13.6% |
| 3M | -20.1% | -7.1% | -13.0% | -18.0% |
| 6M | -24.3% | +7.5% | -31.8% | -27.3% |
| YTD | +46.9% | +9.9% | +36.9% | +39.0% |
| 1Y | +55.2% | +7.6% | +47.6% | +48.2% |
| 3Y | +157.0% | +56.2% | +100.8% | +103.3% |
| 5Y | +98.9% | +100.6% | -1.8% | +35.6% |
| All | +229.5% | +165.7% | +63.8% | +96.1% |
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