+48.7%
EWY vs GS
+16.6%
+32.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.4% | -2.5% | -2.5% |
| 7D | -10.2% | +1.6% | -11.8% | -11.1% |
| 30D | -21.5% | +1.7% | -23.1% | -22.2% |
| 3M | -14.7% | -11.6% | -3.1% | -4.6% |
| 6M | -26.8% | -1.9% | -24.9% | -23.3% |
| YTD | +43.2% | +5.1% | +38.1% | +39.9% |
| 1Y | +48.7% | +16.4% | +32.3% | +38.5% |
| All | +48.7% | +16.6% | +32.2% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling