+869.8%
EWY vs GD
+2,090.7%
-1,220.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.4% |
| 7D | -10.4% | -5.0% | -5.4% | -7.9% |
| 30D | -25.4% | +8.9% | -34.3% | -28.8% |
| 3M | -16.5% | -8.0% | -8.5% | -13.4% |
| 6M | -24.7% | +2.9% | -27.6% | -26.9% |
| YTD | +40.9% | +7.1% | +33.9% | +33.2% |
| 1Y | +49.8% | +5.9% | +43.9% | +42.3% |
| 3Y | +134.8% | +53.9% | +81.0% | +79.0% |
| 5Y | +91.4% | +95.4% | -4.0% | +25.0% |
| 10Y | +204.3% | +193.5% | +10.8% | +50.2% |
| All | +869.8% | +2,090.7% | -1,220.9% | +125.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling