+229.5%
EWY vs GPC
+74.9%
+154.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.2% | -1.9% |
| 7D | +4.2% | +0.4% | +3.8% | +4.1% |
| 30D | -10.7% | -6.3% | -4.4% | -8.9% |
| 3M | -20.1% | -8.2% | -11.9% | -18.0% |
| 6M | -24.3% | +27.1% | -51.4% | -31.9% |
| YTD | +46.9% | +3.1% | +43.7% | +41.4% |
| 1Y | +55.2% | +0.1% | +55.1% | +50.9% |
| 3Y | +157.0% | +0.2% | +156.7% | +140.7% |
| 5Y | +98.9% | +4.9% | +94.0% | +78.1% |
| All | +229.5% | +74.9% | +154.7% | +124.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling