+165.2%
EWY vs GTLB
-50.0%
+215.2%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -5.4% | +5.9% | +1.1% |
| 7D | +8.0% | +4.6% | +3.5% | +7.5% |
| 30D | +14.3% | +21.0% | -6.6% | +12.0% |
| 3M | +2.3% | +51.7% | -49.4% | -2.4% |
| 6M | +49.9% | +89.3% | -39.4% | +39.0% |
| YTD | +95.3% | +25.6% | +69.7% | +88.5% |
| 1Y | +161.7% | -1.5% | +163.3% | +158.8% |
| 3Y | +230.2% | -9.9% | +240.1% | +219.8% |
| All | +165.2% | -50.0% | +215.2% | +143.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling