+222.9%
EWY vs GFS
-19.7%
+242.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.2% | +1.1% | +2.4% |
| 7D | -0.1% | +3.8% | -3.9% | -1.5% |
| 30D | +7.3% | -11.7% | +19.0% | +12.5% |
| 3M | -5.1% | -41.8% | +36.6% | +15.7% |
| 6M | +42.1% | +6.6% | +35.4% | +46.4% |
| YTD | +94.1% | +34.6% | +59.5% | +88.1% |
| 1Y | +147.8% | +46.2% | +101.7% | +135.0% |
| 3Y | +222.9% | -20.3% | +243.2% | +235.4% |
| All | +222.9% | -19.7% | +242.6% | +235.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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