+142.6%
EWY vs GD
+97.9%
+44.7%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.4% | +5.0% |
| 7D | +4.8% | -5.3% | +10.1% | +6.0% |
| 30D | +11.7% | -6.4% | +18.1% | +13.2% |
| 3M | -7.4% | +5.7% | -13.1% | -9.2% |
| 6M | +40.6% | -0.9% | +41.5% | +40.3% |
| YTD | +94.3% | +8.2% | +86.1% | +88.9% |
| 1Y | +164.3% | +13.4% | +150.9% | +153.3% |
| 3Y | +221.0% | +68.5% | +152.5% | +169.7% |
| All | +142.6% | +97.9% | +44.7% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling