+134.8%
EWY vs GD
+54.3%
+80.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.1% |
| 7D | -10.4% | -5.0% | -5.4% | -9.8% |
| 30D | -25.4% | +8.9% | -34.3% | -26.2% |
| 3M | -16.5% | -8.0% | -8.5% | -15.4% |
| 6M | -24.7% | +2.9% | -27.6% | -25.5% |
| YTD | +40.9% | +7.1% | +33.9% | +38.1% |
| 1Y | +49.8% | +5.9% | +43.9% | +47.1% |
| 3Y | +134.8% | +53.9% | +81.0% | +107.9% |
| All | +134.8% | +54.3% | +80.5% | +107.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling