+212.8%
EWY vs GTLB
-10.3%
+223.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.1% | -6.3% | -4.4% |
| 7D | +1.2% | -4.1% | +5.3% | +1.6% |
| 30D | +9.3% | +12.3% | -3.0% | +8.0% |
| 3M | +2.4% | +65.9% | -63.5% | -2.8% |
| 6M | +40.3% | +104.0% | -63.7% | +29.6% |
| YTD | +88.0% | +26.0% | +62.0% | +83.1% |
| 1Y | +143.8% | -3.5% | +147.3% | +145.5% |
| All | +212.8% | -10.3% | +223.1% | +210.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling