+1,236.8%
EWY vs GLW
+290.3%
+946.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.7% | -1.1% | +2.9% |
| 7D | +4.8% | +3.8% | +1.0% | +3.7% |
| 30D | +11.7% | -1.3% | +13.0% | +12.0% |
| 3M | -7.4% | -21.8% | +14.4% | -0.7% |
| 6M | +40.6% | +6.9% | +33.7% | +36.0% |
| YTD | +94.3% | +77.2% | +17.1% | +61.2% |
| 1Y | +164.3% | +123.2% | +41.0% | +104.4% |
| 3Y | +221.0% | +400.0% | -179.0% | +93.3% |
| 5Y | +139.1% | +342.8% | -203.7% | +48.0% |
| 10Y | +298.8% | +771.4% | -472.6% | +100.0% |
| All | +1,236.8% | +290.3% | +946.5% | +498.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling