+148.7%
EWY vs GM
+78.3%
+70.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.4% |
| 7D | -0.1% | -2.4% | +2.4% | +0.6% |
| 30D | +7.3% | -1.1% | +8.4% | +7.5% |
| 3M | -5.1% | +6.1% | -11.3% | -7.1% |
| 6M | +42.1% | +15.0% | +27.1% | +36.2% |
| YTD | +94.1% | +6.0% | +88.1% | +89.7% |
| 1Y | +147.8% | +47.1% | +100.7% | +121.1% |
| 3Y | +222.9% | +170.5% | +52.4% | +132.2% |
| All | +148.7% | +78.3% | +70.5% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 5y: compounded portfolio wealth divided by compounded GM 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…
5y analysis · Full analysis span regression · 6 months rolling