+240.0%
EWY vs GH
+467.1%
-227.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -1.0% | +4.3% | +3.4% |
| 7D | -0.1% | -2.5% | +2.4% | +0.2% |
| 30D | +7.3% | -4.7% | +12.0% | +7.9% |
| 3M | -5.1% | +20.2% | -25.4% | -7.5% |
| 6M | +42.1% | +78.8% | -36.7% | +31.8% |
| YTD | +94.1% | +54.1% | +40.0% | +82.8% |
| 1Y | +147.8% | +177.1% | -29.2% | +116.6% |
| 3Y | +222.9% | +371.6% | -148.7% | +154.7% |
| 5Y | +150.6% | +21.9% | +128.7% | +118.8% |
| All | +240.0% | +467.1% | -227.2% | +144.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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