+164.3%
EWY vs GFI
+45.3%
+119.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.1% |
| 7D | +4.8% | +3.1% | +1.7% | +3.6% |
| 30D | +11.7% | +27.1% | -15.4% | +2.4% |
| 3M | -7.4% | +21.2% | -28.6% | -14.2% |
| 6M | +40.6% | -4.5% | +45.1% | +38.1% |
| YTD | +94.3% | +11.7% | +82.5% | +87.7% |
| 1Y | +164.3% | +46.0% | +118.2% | +150.5% |
| All | +164.3% | +45.3% | +119.0% | +150.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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