+153.3%
EWY vs GLW
+391.0%
-237.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | -0.2% |
| 7D | +6.7% | +16.9% | -10.2% | -0.5% |
| 30D | +17.0% | +7.0% | +10.0% | +13.2% |
| 3M | +3.7% | -3.0% | +6.6% | +3.1% |
| 6M | +42.5% | +31.0% | +11.5% | +24.5% |
| YTD | +96.2% | +93.4% | +2.8% | +46.1% |
| 1Y | +160.4% | +134.7% | +25.6% | +78.7% |
| 3Y | +231.7% | +471.8% | -240.1% | +52.2% |
| 5Y | +153.3% | +394.5% | -241.2% | +22.1% |
| All | +153.3% | +391.0% | -237.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling