+196.8%
EWY vs GS
+494.8%
-298.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | -10.4% | -3.2% | -7.2% | -8.7% |
| 30D | -25.4% | -2.4% | -23.0% | -24.2% |
| 3M | -16.5% | -15.7% | -0.8% | -8.9% |
| 6M | -24.7% | -6.8% | -17.9% | -21.0% |
| YTD | +40.9% | -0.1% | +41.0% | +43.3% |
| 1Y | +49.8% | +12.1% | +37.7% | +44.7% |
| 3Y | +134.8% | +185.8% | -51.0% | +45.4% |
| 5Y | +91.4% | +140.1% | -48.7% | +25.9% |
| All | +196.8% | +494.8% | -298.1% | +51.7% |
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