+226.4%
EWY vs GE
+269.2%
-42.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.8% | +3.3% | +1.6% |
| 7D | +6.7% | -1.2% | +7.9% | +7.2% |
| 30D | +17.0% | -11.3% | +28.2% | +22.1% |
| 3M | +3.7% | -1.4% | +5.1% | +4.0% |
| 6M | +42.5% | +1.2% | +41.3% | +40.6% |
| YTD | +96.2% | +5.9% | +90.3% | +91.4% |
| 1Y | +160.4% | +18.4% | +142.0% | +145.5% |
| All | +226.4% | +269.2% | -42.8% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling