+150.3%
EWY vs GFS
-2.1%
+152.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | 0.0% | -4.2% | -4.2% |
| 7D | +1.2% | +3.2% | -2.0% | +0.3% |
| 30D | +9.3% | -9.6% | +18.9% | +12.7% |
| 3M | +2.4% | -38.5% | +40.9% | +19.0% |
| 6M | +40.3% | -1.3% | +41.6% | +45.1% |
| YTD | +88.0% | +31.8% | +56.2% | +81.5% |
| 1Y | +143.8% | +44.6% | +99.3% | +130.0% |
| 3Y | +217.8% | -20.6% | +238.4% | +229.6% |
| All | +150.3% | -2.1% | +152.4% | +146.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling