+229.5%
EWY vs GLW
+526.2%
-296.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.3% | +2.5% | +0.2% |
| 7D | +4.2% | +7.7% | -3.5% | +0.5% |
| 30D | -10.7% | -18.8% | +8.2% | -1.5% |
| 3M | -20.1% | -27.7% | +7.7% | -7.8% |
| 6M | -24.3% | -44.4% | +20.1% | -4.1% |
| YTD | +46.9% | +31.3% | +15.6% | +25.1% |
| 1Y | +55.2% | +40.0% | +15.1% | +28.0% |
| 3Y | +157.0% | +339.2% | -182.3% | +21.7% |
| 5Y | +98.9% | +229.2% | -130.3% | +6.0% |
| All | +229.5% | +526.2% | -296.7% | +27.9% |
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