+286.5%
EWY vs GS
+657.1%
-370.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +4.8% | +0.9% | +3.9% | +4.3% |
| 30D | +11.7% | -1.6% | +13.2% | +12.5% |
| 3M | -7.4% | -4.5% | -2.9% | -4.8% |
| 6M | +40.6% | +20.9% | +19.7% | +30.3% |
| YTD | +94.3% | +19.9% | +74.4% | +80.0% |
| 1Y | +164.3% | +41.4% | +122.9% | +127.1% |
| 3Y | +221.0% | +239.2% | -18.2% | +81.4% |
| 5Y | +139.1% | +185.0% | -45.9% | +43.5% |
| All | +286.5% | +657.1% | -370.6% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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