+164.3%
EWY vs GWRE
-25.4%
+189.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -19.9% | +24.5% | +2.2% |
| 7D | +4.8% | -21.1% | +25.9% | +2.3% |
| 30D | +11.7% | +1.3% | +10.4% | +12.1% |
| 3M | -7.4% | +7.4% | -14.8% | -4.0% |
| 6M | +40.6% | +5.6% | +34.9% | +47.1% |
| YTD | +94.3% | -19.2% | +113.5% | +103.4% |
| 1Y | +164.3% | -25.1% | +189.4% | +177.9% |
| All | +164.3% | -25.4% | +189.7% | +177.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling