+42.5%
EWY vs GEV
+21.7%
+20.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GEV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.5% | +2.1% |
| 7D | +6.7% | +3.2% | +3.5% | +3.9% |
| 30D | +17.0% | -4.0% | +21.0% | +20.8% |
| 3M | +3.7% | +3.4% | +0.2% | +2.4% |
| 6M | +42.5% | +14.7% | +27.8% | +23.1% |
| All | +42.5% | +21.7% | +20.8% | +23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling