+62.4%
EWY vs GLW
+40.1%
+22.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.8% | +3.9% | +0.9% |
| 7D | -8.3% | -9.5% | +1.2% | -3.8% |
| 30D | -20.5% | -25.5% | +4.9% | -8.9% |
| 3M | -11.1% | -25.6% | +14.5% | +1.2% |
| 6M | -7.0% | -25.5% | +18.5% | +5.0% |
| YTD | +56.5% | +36.4% | +20.1% | +44.5% |
| 1Y | +62.4% | +40.6% | +21.8% | +47.3% |
| All | +62.4% | +40.1% | +22.3% | +47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLW.
Daily Out/Under-Performance
Portfolio return minus GLW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLW 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 GLW 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