+303.5%
EWY vs GWRE
+131.0%
+172.5%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.6% | +2.7% | +3.1% |
| 7D | -0.1% | -13.2% | +13.2% | +2.4% |
| 30D | +7.3% | -18.6% | +25.9% | +10.0% |
| 3M | -5.1% | +18.9% | -24.0% | -11.9% |
| 6M | +42.1% | -11.0% | +53.0% | +40.0% |
| YTD | +94.1% | -29.9% | +124.0% | +102.0% |
| 1Y | +147.8% | -44.3% | +192.2% | +174.2% |
| 3Y | +222.9% | +51.7% | +171.2% | +154.1% |
| 5Y | +150.6% | +15.4% | +135.2% | +108.7% |
| All | +303.5% | +131.0% | +172.5% | +169.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling