+148.7%
EWY vs GPN
-44.7%
+193.4%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.3% | +3.5% | +3.3% |
| 7D | -0.1% | -4.6% | +4.5% | +0.9% |
| 30D | +7.3% | -0.3% | +7.6% | +7.2% |
| 3M | -5.1% | +35.4% | -40.6% | -12.2% |
| 6M | +42.1% | +21.7% | +20.4% | +34.4% |
| YTD | +94.1% | +14.9% | +79.2% | +84.9% |
| 1Y | +147.8% | +3.2% | +144.6% | +141.6% |
| 3Y | +222.9% | -27.1% | +250.1% | +236.9% |
| All | +148.7% | -44.7% | +193.4% | +165.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling