+303.5%
EWY vs GFI
+1,093.3%
-789.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.0% | +2.3% | +3.1% |
| 7D | -0.1% | -2.7% | +2.6% | +0.3% |
| 30D | +7.3% | +13.2% | -5.9% | +5.7% |
| 3M | -5.1% | +28.5% | -33.6% | -8.1% |
| 6M | +42.1% | -6.2% | +48.2% | +42.2% |
| YTD | +94.1% | +8.7% | +85.4% | +91.6% |
| 1Y | +147.8% | +24.8% | +123.0% | +140.8% |
| 3Y | +222.9% | +298.0% | -75.1% | +180.0% |
| 5Y | +150.6% | +546.0% | -395.4% | +107.3% |
| All | +303.5% | +1,093.3% | -789.8% | +238.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling