+755.6%
GOOGL vs EWY
+311.4%
+444.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.2% | -1.5% | +0.3% |
| 7D | 0.0% | -0.1% | +0.1% | 0.0% |
| 30D | -1.4% | +7.3% | -8.7% | -5.0% |
| 3M | -5.3% | -5.1% | -0.2% | -6.1% |
| 6M | +9.8% | +42.1% | -32.3% | -16.0% |
| YTD | +8.4% | +94.1% | -85.8% | -32.2% |
| 1Y | +41.2% | +147.8% | -106.6% | -24.1% |
| 3Y | +149.6% | +222.9% | -73.3% | +11.7% |
| 5Y | +142.6% | +150.6% | -8.1% | +25.1% |
| All | +755.6% | +311.4% | +444.1% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EWY.
Daily Out/Under-Performance
Portfolio return minus EWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWY 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 EWY 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