+1,695.3%
EWY vs GPN
+2,494.6%
-799.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.8% | -6.0% | -4.8% |
| 7D | +1.2% | -3.5% | +4.7% | +2.4% |
| 30D | +9.3% | +3.1% | +6.2% | +7.9% |
| 3M | +2.4% | +42.3% | -39.9% | -11.1% |
| 6M | +40.3% | +20.9% | +19.4% | +28.6% |
| YTD | +88.0% | +15.2% | +72.8% | +73.2% |
| 1Y | +143.8% | +5.4% | +138.4% | +130.5% |
| 3Y | +217.8% | -27.4% | +245.2% | +232.1% |
| 5Y | +142.7% | -44.2% | +186.9% | +169.7% |
| 10Y | +291.7% | +27.4% | +264.3% | +198.9% |
| All | +1,695.3% | +2,494.6% | -799.4% | +392.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling