+164.3%
EWY vs GE
+22.8%
+141.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.0% |
| 7D | +4.8% | -1.6% | +6.4% | +5.8% |
| 30D | +11.7% | -11.6% | +23.2% | +19.3% |
| 3M | -7.4% | +3.0% | -10.4% | -9.7% |
| 6M | +40.6% | -0.5% | +41.1% | +36.4% |
| YTD | +94.3% | +9.7% | +84.5% | +83.8% |
| 1Y | +164.3% | +20.0% | +144.2% | +146.6% |
| All | +164.3% | +22.8% | +141.4% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GE.
Daily Out/Under-Performance
Portfolio return minus GE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GE 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 1y: compounded portfolio wealth divided by compounded GE 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…
1y analysis · Full analysis span regression · 6 months rolling