+595.7%
EWY vs GLD
+754.2%
-158.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.9% | +1.8% | +3.1% |
| 7D | -6.3% | +4.9% | -11.2% | -7.8% |
| 30D | -19.8% | -1.3% | -18.5% | -19.5% |
| 3M | -14.4% | -4.8% | -9.7% | -13.1% |
| 6M | -25.3% | -12.5% | -12.8% | -22.0% |
| YTD | +46.2% | -4.2% | +50.4% | +49.2% |
| 1Y | +58.3% | +3.0% | +55.2% | +58.4% |
| 3Y | +155.0% | +109.1% | +45.8% | +113.1% |
| 5Y | +99.5% | +121.6% | -22.1% | +64.0% |
| 10Y | +219.4% | +212.2% | +7.2% | +142.3% |
| All | +595.7% | +754.2% | -158.5% | +247.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling