+290.8%
EWY vs GLW
+844.8%
-554.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.2% | -1.0% | -2.8% |
| 7D | +1.2% | +11.7% | -10.5% | -3.9% |
| 30D | +9.3% | +2.7% | +6.6% | +7.6% |
| 3M | +2.4% | -2.8% | +5.2% | +1.8% |
| 6M | +40.3% | +20.2% | +20.1% | +25.4% |
| YTD | +88.0% | +87.3% | +0.7% | +36.5% |
| 1Y | +143.8% | +119.6% | +24.2% | +64.0% |
| 3Y | +217.8% | +453.7% | -235.9% | +35.7% |
| 5Y | +142.7% | +376.1% | -233.3% | +9.2% |
| All | +290.8% | +844.8% | -554.1% | +12.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling