+62.4%
EWY vs GLD
+2.5%
+59.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.7% | -5.6% | -4.8% |
| 7D | -8.3% | -0.3% | -8.0% | -8.1% |
| 30D | -20.5% | -1.9% | -18.7% | -19.3% |
| 3M | -11.1% | -0.4% | -10.7% | -10.9% |
| 6M | -7.0% | -10.2% | +3.2% | +1.0% |
| YTD | +56.5% | -6.0% | +62.5% | +76.3% |
| 1Y | +62.4% | +2.8% | +59.6% | +66.8% |
| All | +62.4% | +2.5% | +59.9% | +66.8% |
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