+869.8%
EWY vs GS
+1,471.4%
-601.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.4% | +4.2% |
| 7D | -10.4% | -3.2% | -7.2% | -8.8% |
| 30D | -25.4% | -2.4% | -23.0% | -24.3% |
| 3M | -16.5% | -15.7% | -0.8% | -9.1% |
| 6M | -24.7% | -6.8% | -17.9% | -21.3% |
| YTD | +40.9% | -0.1% | +41.0% | +42.7% |
| 1Y | +49.8% | +12.1% | +37.7% | +43.7% |
| 3Y | +134.8% | +185.8% | -51.0% | +42.2% |
| 5Y | +91.4% | +140.1% | -48.7% | +23.6% |
| 10Y | +204.3% | +505.2% | -300.9% | +19.3% |
| All | +869.8% | +1,471.4% | -601.6% | +87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling