+885.1%
EWY vs GLW
+183.6%
+701.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.3% | +1.2% | -1.0% |
| 7D | -10.2% | -11.1% | +0.9% | -6.8% |
| 30D | -21.5% | -28.4% | +7.0% | -12.7% |
| 3M | -14.7% | -28.8% | +14.1% | -5.4% |
| 6M | -26.8% | -39.8% | +13.0% | -15.4% |
| YTD | +43.2% | +28.7% | +14.4% | +31.0% |
| 1Y | +48.7% | +27.7% | +21.0% | +36.1% |
| 3Y | +147.9% | +331.3% | -183.4% | +56.8% |
| 5Y | +98.8% | +233.4% | -134.6% | +34.5% |
| 10Y | +216.5% | +521.8% | -305.3% | +75.9% |
| All | +885.1% | +183.6% | +701.5% | +386.2% |
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 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