+147.9%
EWY vs GLW
+338.3%
-190.4%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -0.6% |
| 7D | -10.2% | -11.1% | +0.9% | -5.3% |
| 30D | -21.5% | -28.4% | +7.0% | -8.9% |
| 3M | -14.7% | -28.8% | +14.1% | -1.5% |
| 6M | -26.8% | -39.8% | +13.0% | -11.0% |
| YTD | +43.2% | +28.7% | +14.4% | +33.3% |
| 1Y | +48.7% | +27.7% | +21.0% | +38.5% |
| 3Y | +147.9% | +331.3% | -183.4% | +54.3% |
| All | +147.9% | +338.3% | -190.4% | +54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling