+230.2%
EWY vs GLD
+124.1%
+106.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.6% |
| 7D | +8.0% | +0.7% | +7.3% | +7.5% |
| 30D | +14.3% | +0.3% | +14.0% | +14.1% |
| 3M | +2.3% | +0.6% | +1.7% | +1.8% |
| 6M | +49.9% | -15.6% | +65.4% | +62.4% |
| YTD | +95.3% | +0.9% | +94.5% | +97.2% |
| 1Y | +161.7% | +19.4% | +142.3% | +145.0% |
| 3Y | +230.2% | +124.5% | +105.7% | +135.5% |
| All | +230.2% | +124.1% | +106.1% | +135.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling