+164.3%
EWY vs GLD
+24.4%
+139.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +5.2% |
| 7D | +4.8% | -0.5% | +5.3% | +5.2% |
| 30D | +11.7% | +4.4% | +7.3% | +8.1% |
| 3M | -7.4% | -1.1% | -6.3% | -6.9% |
| 6M | +40.6% | -13.8% | +54.3% | +50.9% |
| YTD | +94.3% | +2.6% | +91.6% | +98.6% |
| 1Y | +164.3% | +24.5% | +139.8% | +147.1% |
| All | +164.3% | +24.4% | +139.9% | +147.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLD.
Daily Out/Under-Performance
Portfolio return minus GLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLD 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 1y: compounded portfolio wealth divided by compounded GLD 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…
1y analysis · Full analysis span regression · 6 months rolling