+153.3%
EWY vs GE
+422.6%
-269.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +41.0% |
| YTD | +96.2% | +5.9% | +90.3% | +91.3% |
| 1Y | +160.4% | +18.4% | +142.0% | +143.8% |
| 3Y | +231.7% | +271.0% | -39.3% | +96.6% |
| 5Y | +153.3% | +417.9% | -264.7% | +22.9% |
| All | +153.3% | +422.6% | -269.4% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling