+230.2%
EWY vs GPC
-2.2%
+232.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.0% |
| 7D | +8.0% | +0.2% | +7.8% | +8.0% |
| 30D | +14.3% | -0.4% | +14.7% | +14.4% |
| 3M | +2.3% | +39.2% | -36.9% | -5.2% |
| 6M | +49.9% | +18.2% | +31.6% | +43.1% |
| YTD | +95.3% | +12.1% | +83.2% | +87.9% |
| 1Y | +161.7% | -0.7% | +162.4% | +157.7% |
| 3Y | +230.2% | -1.7% | +231.8% | +215.8% |
| All | +230.2% | -2.2% | +232.4% | +215.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling