+163.5%
EWY vs GTLB
-50.1%
+213.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.7% | +3.9% | +3.3% |
| 7D | -0.1% | -5.7% | +5.6% | +0.5% |
| 30D | +7.3% | +15.1% | -7.8% | +5.7% |
| 3M | -5.1% | +65.5% | -70.6% | -10.3% |
| 6M | +42.1% | +102.9% | -60.8% | +30.7% |
| YTD | +94.1% | +25.2% | +68.9% | +87.3% |
| 1Y | +147.8% | -5.5% | +153.4% | +146.2% |
| 3Y | +222.9% | -10.9% | +233.8% | +213.1% |
| All | +163.5% | -50.1% | +213.7% | +142.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling