+222.9%
EWY vs GFI
+287.6%
-64.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.3% | +4.5% | +3.5% |
| 7D | -0.1% | -4.9% | +4.8% | +1.1% |
| 30D | +7.3% | +10.7% | -3.4% | +4.7% |
| 3M | -5.1% | +25.6% | -30.8% | -10.5% |
| 6M | +42.1% | -8.3% | +50.3% | +42.2% |
| YTD | +94.1% | +6.3% | +87.8% | +90.4% |
| 1Y | +147.8% | +22.1% | +125.8% | +137.0% |
| 3Y | +222.9% | +289.2% | -66.3% | +150.5% |
| All | +222.9% | +287.6% | -64.7% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling