+196.8%
EWY vs GD
+190.6%
+6.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | -10.4% | -5.0% | -5.4% | -8.5% |
| 30D | -25.4% | +8.9% | -34.3% | -28.0% |
| 3M | -16.5% | -8.0% | -8.5% | -14.1% |
| 6M | -24.7% | +2.9% | -27.6% | -26.4% |
| YTD | +40.9% | +7.1% | +33.9% | +34.9% |
| 1Y | +49.8% | +5.9% | +43.9% | +44.0% |
| 3Y | +134.8% | +53.9% | +81.0% | +87.7% |
| 5Y | +91.4% | +95.4% | -4.0% | +33.2% |
| All | +196.8% | +190.6% | +6.2% | +107.1% |
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