+303.5%
EWY vs GPN
+28.5%
+275.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.3% | +3.3% |
| 7D | -0.1% | -4.3% | +4.2% | +1.2% |
| 30D | +7.3% | 0.0% | +7.3% | +7.1% |
| 3M | -5.1% | +35.8% | -41.0% | -15.2% |
| 6M | +42.1% | +22.0% | +20.1% | +31.1% |
| YTD | +94.1% | +15.2% | +78.9% | +80.7% |
| 1Y | +147.8% | +3.5% | +144.3% | +137.8% |
| 3Y | +222.9% | -26.9% | +249.9% | +239.0% |
| 5Y | +150.6% | -44.2% | +194.8% | +182.3% |
| All | +303.5% | +28.5% | +275.0% | +238.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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