+157.0%
EWY vs GS
+202.3%
-45.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.3% | -2.1% | -2.0% |
| 7D | +4.2% | +5.9% | -1.6% | +0.9% |
| 30D | -10.7% | +4.3% | -15.0% | -12.4% |
| 3M | -20.1% | -11.7% | -8.4% | -14.0% |
| 6M | -24.3% | -3.2% | -21.1% | -21.4% |
| YTD | +46.9% | +5.8% | +41.1% | +46.5% |
| 1Y | +55.2% | +16.0% | +39.2% | +49.6% |
| 3Y | +157.0% | +199.8% | -42.8% | +66.2% |
| All | +157.0% | +202.3% | -45.3% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling