+885.1%
EWY vs GD
+2,173.5%
-1,288.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.5% | -3.5% | -2.8% |
| 7D | -10.2% | -1.9% | -8.4% | -9.2% |
| 30D | -21.5% | +10.9% | -32.4% | -25.7% |
| 3M | -14.7% | -6.8% | -7.9% | -12.1% |
| 6M | -26.8% | +7.0% | -33.8% | -30.4% |
| YTD | +43.2% | +11.1% | +32.0% | +32.8% |
| 1Y | +48.7% | +7.0% | +41.7% | +40.6% |
| 3Y | +147.9% | +59.9% | +88.0% | +85.3% |
| 5Y | +98.8% | +102.5% | -3.6% | +27.5% |
| 10Y | +216.5% | +174.0% | +42.5% | +63.3% |
| All | +885.1% | +2,173.5% | -1,288.4% | +125.1% |
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 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