+824.7%
EWY vs GLD
+815.5%
+9.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.9% |
| 7D | +4.8% | -0.5% | +5.3% | +5.0% |
| 30D | +11.7% | +4.4% | +7.3% | +10.2% |
| 3M | -7.4% | -1.1% | -6.3% | -6.9% |
| 6M | +40.6% | -13.8% | +54.3% | +47.0% |
| YTD | +94.3% | +2.6% | +91.6% | +94.1% |
| 1Y | +164.3% | +24.5% | +139.8% | +150.9% |
| 3Y | +221.0% | +125.8% | +95.1% | +161.8% |
| 5Y | +139.1% | +137.8% | +1.3% | +92.2% |
| 10Y | +298.8% | +221.4% | +77.4% | +198.5% |
| All | +824.7% | +815.5% | +9.1% | +352.3% |
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