+193.6%
EWY vs GEV
+735.9%
-542.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +3.6% | -0.4% | +2.1% |
| 7D | -0.1% | +1.6% | -1.7% | -0.6% |
| 30D | +7.3% | -7.9% | +15.3% | +10.2% |
| 3M | -5.1% | +5.6% | -10.8% | -5.4% |
| 6M | +42.1% | +13.1% | +29.0% | +40.1% |
| YTD | +94.1% | +46.7% | +47.4% | +82.7% |
| 1Y | +147.8% | +51.3% | +96.5% | +130.5% |
| All | +193.6% | +735.9% | -542.4% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling