+164.3%
EWY vs GTLB
+14.4%
+149.9%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.1% | +3.5% | +4.6% |
| 7D | +4.8% | +11.1% | -6.2% | +4.7% |
| 30D | +11.7% | +37.8% | -26.1% | +11.2% |
| 3M | -7.4% | +61.6% | -69.0% | -7.9% |
| 6M | +40.6% | +98.9% | -58.4% | +38.8% |
| YTD | +94.3% | +32.8% | +61.5% | +99.4% |
| 1Y | +164.3% | +14.7% | +149.6% | +183.2% |
| All | +164.3% | +14.4% | +149.9% | +183.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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