+102.5%
EWY vs GD
+102.3%
+0.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.4% |
| 7D | +10.4% | +1.9% | +8.5% | +10.0% |
| 30D | -12.7% | +9.2% | -21.9% | -14.3% |
| 3M | -17.3% | -7.5% | -9.9% | -15.9% |
| 6M | -18.6% | +5.8% | -24.3% | -20.1% |
| YTD | +49.5% | +9.8% | +39.7% | +45.0% |
| 1Y | +55.0% | +5.8% | +49.2% | +51.7% |
| 3Y | +159.0% | +58.0% | +101.0% | +122.9% |
| 5Y | +102.5% | +100.4% | +2.1% | +50.8% |
| All | +102.5% | +102.3% | +0.2% | +50.8% |
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