+160.0%
EWY vs GFS
-3.9%
+164.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +8.0% | +2.6% | +5.4% | +7.2% |
| 30D | +14.3% | -16.4% | +30.7% | +20.7% |
| 3M | +2.3% | -41.6% | +43.9% | +20.6% |
| 6M | +49.9% | -3.7% | +53.5% | +56.2% |
| YTD | +95.3% | +29.3% | +66.0% | +89.7% |
| 1Y | +161.7% | +37.1% | +124.6% | +150.2% |
| 3Y | +230.2% | -22.1% | +252.3% | +244.5% |
| All | +160.0% | -3.9% | +164.0% | +157.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling