+164.3%
EWY vs GEV
+62.5%
+101.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +4.8% | +3.3% | +1.5% | +3.0% |
| 30D | +11.7% | -7.5% | +19.1% | +16.6% |
| 3M | -7.4% | -2.2% | -5.2% | -4.6% |
| 6M | +40.6% | +12.1% | +28.5% | +38.5% |
| YTD | +94.3% | +44.4% | +49.9% | +83.3% |
| 1Y | +164.3% | +57.7% | +106.6% | +145.5% |
| All | +164.3% | +62.5% | +101.7% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GEV.
Daily Out/Under-Performance
Portfolio return minus GEV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEV 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 GEV 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