+242.1%
EWY vs GH
+480.1%
-238.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.8% | +0.6% |
| 7D | +8.0% | -2.1% | +10.1% | +8.3% |
| 30D | +14.3% | -4.5% | +18.8% | +14.9% |
| 3M | +2.3% | +28.9% | -26.6% | -1.1% |
| 6M | +49.9% | +76.5% | -26.7% | +39.2% |
| YTD | +95.3% | +57.6% | +37.7% | +83.4% |
| 1Y | +161.7% | +167.5% | -5.8% | +129.6% |
| 3Y | +230.2% | +377.4% | -147.2% | +160.0% |
| 5Y | +148.1% | +23.8% | +124.3% | +116.2% |
| All | +242.1% | +480.1% | -238.0% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling