+265.3%
EWY vs GEHC
+2.1%
+263.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.5% | +3.7% | +3.4% |
| 7D | -0.1% | -7.2% | +7.1% | +1.5% |
| 30D | +7.3% | -11.6% | +18.9% | +10.1% |
| 3M | -5.1% | -0.8% | -4.3% | -6.0% |
| 6M | +42.1% | -11.9% | +54.0% | +45.4% |
| YTD | +94.1% | -21.9% | +116.1% | +104.8% |
| 1Y | +147.8% | -17.8% | +165.7% | +157.6% |
| 3Y | +222.9% | -3.5% | +226.5% | +218.8% |
| All | +265.3% | +2.1% | +263.2% | +253.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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